+255.0%
ELF vs COO
-38.8%
+293.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.6% |
| 7D | +5.4% | -2.2% | +7.6% | +6.2% |
| 30D | +27.0% | -7.0% | +34.0% | +30.2% |
| 3M | +113.2% | +12.2% | +101.0% | +103.3% |
| 6M | +36.6% | -15.1% | +51.7% | +44.3% |
| YTD | +44.2% | -15.1% | +59.3% | +52.5% |
| 1Y | -18.0% | +2.3% | -20.3% | -19.2% |
| 3Y | -19.9% | -23.7% | +3.7% | -15.3% |
| All | +255.0% | -38.8% | +293.8% | +325.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling