+379.9%
CAH vs ELF
+391.6%
-11.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.9% | +0.8% |
| 7D | +3.5% | +1.6% | +1.9% | +3.3% |
| 30D | +13.5% | +9.1% | +4.4% | +12.7% |
| 3M | +21.8% | +28.2% | -6.3% | +19.4% |
| 6M | +51.5% | +119.5% | -68.0% | +42.1% |
| YTD | +38.1% | +55.2% | -17.1% | +32.0% |
| 1Y | +37.7% | +58.6% | -20.9% | +31.2% |
| 3Y | +179.6% | +21.3% | +158.3% | +154.5% |
| 5Y | +504.9% | +276.2% | +228.7% | +360.1% |
| 10Y | +418.6% | +337.0% | +81.6% | +254.9% |
| All | +379.9% | +391.6% | -11.7% | +227.7% |
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