-36.4%
CAG vs ELF
+303.8%
-340.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -5.7% | -11.6% | +6.0% | -5.1% |
| 30D | -2.4% | +4.6% | -7.0% | -2.6% |
| 3M | +9.8% | +59.7% | -49.9% | +7.4% |
| 6M | -10.8% | +21.2% | -32.1% | -11.9% |
| YTD | -10.8% | +27.4% | -38.3% | -12.3% |
| 1Y | -19.0% | -29.8% | +10.9% | -18.4% |
| 3Y | -39.7% | -28.5% | -11.2% | -41.1% |
| 5Y | -43.0% | +220.0% | -263.0% | -51.0% |
| All | -36.4% | +303.8% | -340.2% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling