-23.3%
ELF vs COPX
+171.8%
-195.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -6.0% |
| 7D | -1.2% | +5.8% | -6.9% | -2.7% |
| 30D | +5.9% | +7.2% | -1.3% | +3.8% |
| 3M | +99.5% | +16.5% | +83.0% | +90.5% |
| 6M | +26.5% | +18.4% | +8.1% | +18.6% |
| YTD | +37.2% | +31.9% | +5.3% | +21.7% |
| 1Y | -24.4% | +88.5% | -112.9% | -41.4% |
| 3Y | -23.3% | +173.1% | -196.4% | -54.8% |
| All | -23.3% | +171.8% | -195.2% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling