-32.6%
CAG vs ELF
+357.0%
-389.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +23.5% | +113.2% | -89.7% | +19.1% |
| 6M | -14.8% | +36.6% | -51.4% | -16.3% |
| YTD | -5.4% | +44.2% | -49.7% | -7.5% |
| 1Y | -11.8% | -18.0% | +6.2% | -11.9% |
| 3Y | -36.7% | -19.9% | -16.7% | -38.4% |
| 5Y | -40.3% | +257.7% | -298.0% | -48.9% |
| All | -32.6% | +357.0% | -389.6% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling