+406.7%
CAH vs ELF
+232.2%
+174.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.1% |
| 7D | -2.2% | -6.8% | +4.5% | -2.0% |
| 30D | +1.2% | +5.1% | -3.9% | +1.0% |
| 3M | +13.1% | +79.8% | -66.7% | +10.6% |
| 6M | +8.5% | +29.7% | -21.3% | +7.2% |
| YTD | +17.6% | +31.6% | -14.0% | +15.8% |
| 1Y | +60.7% | -27.9% | +88.6% | +61.7% |
| 3Y | +183.2% | -26.4% | +209.6% | +174.4% |
| All | +406.7% | +232.2% | +174.5% | +268.1% |
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