-11.8%
CAG vs ELF
-17.5%
+5.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -3.8% | +5.4% | -9.1% | -4.0% |
| 30D | +3.1% | +27.0% | -23.8% | +2.0% |
| 3M | +23.5% | +113.2% | -89.7% | +21.0% |
| 6M | -14.8% | +36.6% | -51.4% | -16.1% |
| YTD | -5.4% | +44.2% | -49.7% | -7.1% |
| 1Y | -11.8% | -18.0% | +6.2% | -12.7% |
| All | -11.8% | -17.5% | +5.7% | -12.7% |
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