-65.0%
CBRS vs ELF
+121.0%
-186.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.9% | +7.3% | +9.2% |
| 7D | +21.2% | +1.6% | +19.6% | +20.5% |
| 30D | -23.2% | +9.1% | -32.3% | -25.9% |
| 3M | -52.9% | +28.2% | -81.1% | -57.7% |
| All | -65.0% | +121.0% | -186.0% | -76.3% |
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 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