+2,419.4%
ELV vs COO
+1,046.4%
+1,373.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +3.3% | -2.2% | +5.5% | +4.0% |
| 30D | +4.2% | -7.0% | +11.2% | +6.4% |
| 3M | -0.1% | +12.2% | -12.3% | -4.0% |
| 6M | +41.3% | -15.1% | +56.4% | +47.3% |
| YTD | +17.4% | -15.1% | +32.5% | +22.4% |
| 1Y | +35.1% | +2.3% | +32.7% | +32.6% |
| 3Y | -3.2% | -23.7% | +20.4% | +1.0% |
| 5Y | +15.6% | -38.9% | +54.5% | +27.1% |
| 10Y | +276.8% | +49.9% | +226.8% | +215.3% |
| All | +2,419.4% | +1,046.4% | +1,373.0% | +882.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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