+284.8%
ELF vs COO
-40.8%
+325.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.2% | +1.9% |
| 7D | +7.8% | +4.3% | +3.5% | +6.1% |
| 30D | +9.3% | +17.6% | -8.3% | +2.9% |
| 3M | +21.2% | -13.9% | +35.1% | +27.0% |
| 6M | +96.1% | +6.6% | +89.6% | +89.4% |
| YTD | +57.0% | -22.0% | +79.0% | +70.1% |
| 1Y | +61.9% | -8.8% | +70.7% | +66.1% |
| 3Y | +20.0% | -21.5% | +41.5% | +23.4% |
| 5Y | +284.8% | -41.0% | +325.8% | +359.9% |
| All | +284.8% | -40.8% | +325.5% | +359.9% |
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