+258.9%
ELF vs COPX
+112.7%
+146.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.3% |
| 7D | +3.4% | +1.1% | +2.2% | +3.1% |
| 30D | +5.0% | -15.9% | +20.8% | +9.4% |
| 3M | +22.6% | -19.6% | +42.2% | +29.0% |
| 6M | +104.0% | -21.5% | +125.5% | +114.4% |
| YTD | +49.3% | -0.8% | +50.1% | +44.5% |
| 1Y | +46.0% | +15.2% | +30.9% | +35.1% |
| 3Y | +19.4% | +134.7% | -115.3% | -12.1% |
| All | +258.9% | +112.7% | +146.3% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling