+17.3%
CCI vs ELF
+299.0%
-281.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.5% |
| 7D | -4.4% | -10.8% | +6.5% | -3.7% |
| 30D | +0.3% | +0.8% | -0.5% | +0.2% |
| 3M | -20.0% | +64.8% | -84.7% | -22.8% |
| 6M | -14.5% | +19.0% | -33.5% | -15.9% |
| YTD | -14.9% | +25.9% | -40.8% | -16.7% |
| 1Y | -17.7% | -28.8% | +11.1% | -17.0% |
| 3Y | -12.4% | -29.6% | +17.2% | -14.7% |
| 5Y | -50.1% | +216.2% | -266.4% | -59.1% |
| All | +17.3% | +299.0% | -281.7% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling