+37.7%
CAH vs ELF
+53.2%
-15.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.9% | +1.1% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | +13.5% | +9.1% | +4.4% | +13.5% |
| 3M | +21.8% | +28.2% | -6.3% | +22.2% |
| 6M | +51.5% | +119.5% | -68.0% | +53.9% |
| YTD | +38.1% | +55.2% | -17.1% | +35.2% |
| 1Y | +37.7% | +58.6% | -20.9% | +35.3% |
| All | +37.7% | +53.2% | -15.5% | +35.3% |
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