+107.8%
CB vs ELF
+272.3%
-164.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.0% |
| 7D | +2.9% | +1.6% | +1.4% | +2.9% |
| 30D | +7.3% | +9.1% | -1.8% | +7.1% |
| 3M | +9.4% | +28.2% | -18.8% | +8.7% |
| 6M | +19.6% | +119.5% | -99.9% | +17.0% |
| YTD | +21.5% | +55.2% | -33.7% | +19.7% |
| 1Y | +28.0% | +58.6% | -30.6% | +26.0% |
| 3Y | +74.9% | +21.3% | +53.6% | +65.1% |
| All | +107.8% | +272.3% | -164.5% | +57.5% |
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