+347.0%
ELF vs COPX
+434.9%
-87.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +4.3% | -1.5% | +5.8% | +4.7% |
| 30D | +7.7% | -14.0% | +21.7% | +12.6% |
| 3M | +24.7% | -17.1% | +41.8% | +31.5% |
| 6M | +114.6% | -15.9% | +130.5% | +122.6% |
| YTD | +55.8% | +2.6% | +53.2% | +48.5% |
| 1Y | +51.9% | +21.6% | +30.3% | +36.7% |
| 3Y | +24.6% | +142.7% | -118.1% | -13.7% |
| 5Y | +279.2% | +122.2% | +157.0% | +161.7% |
| 10Y | +338.7% | +338.8% | 0.0% | +118.0% |
| All | +347.0% | +434.9% | -87.8% | +99.2% |
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 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