+242.0%
CB vs ELF
+383.9%
-141.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.3% |
| 7D | +0.2% | +4.0% | -3.7% | -0.1% |
| 30D | +9.1% | +10.6% | -1.5% | +8.0% |
| 3M | +3.4% | +25.8% | -22.4% | +1.1% |
| 6M | +14.1% | +89.1% | -75.0% | +7.1% |
| YTD | +18.0% | +52.7% | -34.7% | +12.2% |
| 1Y | +30.1% | +51.7% | -21.6% | +23.6% |
| 3Y | +71.8% | +14.2% | +57.6% | +55.5% |
| 5Y | +101.8% | +270.7% | -168.9% | +45.0% |
| 10Y | +252.1% | +341.9% | -89.8% | +118.1% |
| All | +242.0% | +383.9% | -141.9% | +111.6% |
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 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