-5.6%
CAG vs ELF
-3.2%
-2.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.8% |
| 7D | +9.7% | -1.5% | +11.2% | +9.8% |
| 30D | +15.8% | +9.5% | +6.2% | +15.1% |
| 3M | +1.8% | +29.4% | -27.6% | +0.3% |
| 6M | +11.5% | +83.7% | -72.2% | +8.6% |
| YTD | -6.7% | +49.4% | -56.2% | -9.0% |
| 1Y | -5.6% | -3.9% | -1.7% | -6.4% |
| All | -5.6% | -3.2% | -2.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling