+22.2%
ELV vs COPX
+163.4%
-141.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -2.3% | +5.6% | +3.3% |
| 30D | +5.4% | +0.3% | +5.1% | +5.1% |
| 3M | +5.4% | +6.8% | -1.5% | +4.3% |
| 6M | +45.7% | +7.9% | +37.8% | +43.3% |
| YTD | +21.2% | +23.7% | -2.5% | +16.8% |
| 1Y | +35.6% | +71.5% | -35.9% | +25.5% |
| 3Y | -2.0% | +149.1% | -151.1% | -14.4% |
| All | +22.2% | +163.4% | -141.2% | +6.0% |
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