+76.6%
CB vs ELF
-19.9%
+96.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.9% |
| 7D | +0.5% | +5.4% | -4.9% | +0.5% |
| 30D | -3.1% | +27.0% | -30.1% | -3.1% |
| 3M | +9.0% | +113.2% | -104.2% | +8.8% |
| 6M | +2.9% | +36.6% | -33.7% | +2.8% |
| YTD | +10.1% | +44.2% | -34.1% | +10.0% |
| 1Y | +22.8% | -18.0% | +40.8% | +23.0% |
| All | +76.6% | -19.9% | +96.5% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling