+345.2%
ELF vs COPX
+404.3%
-59.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.7% |
| 7D | +1.6% | -2.8% | +4.4% | +2.4% |
| 30D | +9.1% | -14.3% | +23.4% | +14.1% |
| 3M | +28.2% | -19.0% | +47.2% | +36.1% |
| 6M | +119.5% | -24.4% | +144.0% | +135.5% |
| YTD | +55.2% | -3.2% | +58.4% | +50.5% |
| 1Y | +58.6% | +15.2% | +43.4% | +45.1% |
| 3Y | +21.3% | +127.6% | -106.4% | -14.4% |
| 5Y | +276.2% | +106.0% | +170.2% | +166.0% |
| 10Y | +337.0% | +313.7% | +23.3% | +121.0% |
| All | +345.2% | +404.3% | -59.1% | +101.9% |
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 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