+277.7%
ELF vs COPX
+594.0%
-316.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -6.8% | +6.0% | -12.8% | -8.5% |
| 30D | +5.1% | +6.4% | -1.4% | +3.0% |
| 3M | +79.8% | +19.3% | +60.5% | +69.1% |
| 6M | +29.7% | +16.2% | +13.5% | +21.5% |
| YTD | +31.6% | +33.2% | -1.5% | +16.2% |
| 1Y | -27.9% | +90.2% | -118.1% | -43.7% |
| 3Y | -26.4% | +175.7% | -202.1% | -50.7% |
| 5Y | +235.6% | +193.1% | +42.5% | +112.5% |
| All | +277.7% | +594.0% | -316.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling