+246.7%
CB vs ELF
+335.0%
-88.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.0% | +4.3% | -5.3% | -1.4% |
| 30D | +7.3% | +7.7% | -0.4% | +6.6% |
| 3M | +7.0% | +24.7% | -17.7% | +4.8% |
| 6M | +16.3% | +114.6% | -98.3% | +8.1% |
| YTD | +19.7% | +55.8% | -36.1% | +13.6% |
| 1Y | +27.8% | +51.9% | -24.1% | +21.4% |
| 3Y | +72.0% | +24.6% | +47.4% | +53.9% |
| 5Y | +104.9% | +279.2% | -174.3% | +46.7% |
| 10Y | +246.7% | +338.7% | -92.0% | +114.6% |
| All | +246.7% | +335.0% | -88.3% | +114.6% |
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