-41.0%
CAG vs ELF
+232.2%
-273.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -6.6% | -6.8% | +0.2% | -6.4% |
| 30D | +2.3% | +5.1% | -2.8% | +2.1% |
| 3M | +16.3% | +79.8% | -63.5% | +14.5% |
| 6M | -16.0% | +29.7% | -45.8% | -16.8% |
| YTD | -7.7% | +31.6% | -39.3% | -8.7% |
| 1Y | -16.0% | -27.9% | +11.9% | -15.9% |
| 3Y | -37.7% | -26.4% | -11.3% | -39.6% |
| All | -41.0% | +232.2% | -273.1% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling