+738.6%
ELV vs COPX
+200.8%
+537.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -2.2% | +6.0% | -8.2% | -3.6% |
| 30D | -0.2% | +6.4% | -6.6% | -1.9% |
| 3M | -6.1% | +19.3% | -25.4% | -10.6% |
| 6M | +42.8% | +16.2% | +26.6% | +35.2% |
| YTD | +14.4% | +33.2% | -18.8% | +3.6% |
| 1Y | +28.6% | +90.2% | -61.6% | +5.7% |
| 3Y | -7.4% | +175.7% | -183.1% | -33.3% |
| 5Y | +14.5% | +193.1% | -178.7% | -21.9% |
| 10Y | +257.4% | +619.4% | -362.0% | +71.2% |
| All | +738.6% | +200.8% | +537.8% | +371.7% |
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