-70.5%
CBRS vs ELF
+112.8%
-183.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.9% | -8.0% | -6.9% |
| 7D | -18.4% | -1.5% | -16.9% | -17.9% |
| 30D | -49.4% | +9.5% | -58.9% | -51.4% |
| 3M | -59.6% | +29.4% | -88.9% | -64.0% |
| All | -70.5% | +112.8% | -183.3% | -79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling