+313.8%
ELF vs COPX
+560.4%
-246.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.3% |
| 7D | +5.4% | -4.0% | +9.3% | +6.6% |
| 30D | +27.0% | +4.5% | +22.4% | +25.2% |
| 3M | +113.2% | +0.8% | +112.4% | +111.2% |
| 6M | +36.6% | +3.2% | +33.4% | +32.6% |
| YTD | +44.2% | +26.7% | +17.5% | +29.5% |
| 1Y | -18.0% | +85.7% | -103.7% | -35.5% |
| 3Y | -19.9% | +151.2% | -171.1% | -44.6% |
| 5Y | +257.7% | +170.0% | +87.7% | +133.0% |
| All | +313.8% | +560.4% | -246.6% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling