+103.2%
CB vs ELF
+266.1%
-162.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -1.9% |
| 7D | +0.2% | +4.0% | -3.7% | +0.1% |
| 30D | +9.1% | +10.6% | -1.5% | +8.8% |
| 3M | +3.4% | +25.8% | -22.4% | +2.8% |
| 6M | +14.1% | +89.1% | -75.0% | +12.0% |
| YTD | +18.0% | +52.7% | -34.7% | +16.3% |
| 1Y | +30.1% | +51.7% | -21.6% | +28.2% |
| 3Y | +71.8% | +14.2% | +57.6% | +62.9% |
| All | +103.2% | +266.1% | -162.9% | +51.7% |
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 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