-19.5%
ELF vs COO
-23.4%
+3.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +5.4% | -2.2% | +7.6% | +6.0% |
| 30D | +27.0% | -7.0% | +34.0% | +29.4% |
| 3M | +113.2% | +12.2% | +101.0% | +105.6% |
| 6M | +36.6% | -15.1% | +51.7% | +42.3% |
| YTD | +44.2% | -15.1% | +59.3% | +50.3% |
| 1Y | -18.0% | +2.3% | -20.3% | -18.5% |
| All | -19.5% | -23.4% | +3.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling