+299.6%
CAH vs ELF
+303.8%
-4.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -5.1% | -11.6% | +6.5% | -4.2% |
| 30D | +0.2% | +4.6% | -4.5% | -0.2% |
| 3M | +6.3% | +59.7% | -53.4% | +2.3% |
| 6M | +9.4% | +21.2% | -11.8% | +7.1% |
| YTD | +15.0% | +27.4% | -12.5% | +11.6% |
| 1Y | +55.4% | -29.8% | +85.3% | +57.1% |
| 3Y | +173.8% | -28.5% | +202.3% | +163.2% |
| 5Y | +395.2% | +220.0% | +175.2% | +280.7% |
| All | +299.6% | +303.8% | -4.2% | +177.2% |
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