-27.9%
ELF vs COPX
+87.6%
-115.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | -6.8% | +6.0% | -12.8% | -7.8% |
| 30D | +5.1% | +6.4% | -1.4% | +3.8% |
| 3M | +79.8% | +19.3% | +60.5% | +74.2% |
| 6M | +29.7% | +16.2% | +13.5% | +24.8% |
| YTD | +31.6% | +33.2% | -1.5% | +16.7% |
| 1Y | -27.9% | +90.2% | -118.1% | -35.2% |
| All | -27.9% | +87.6% | -115.6% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling