+11.7%
CCI vs ELF
+24.2%
-12.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.2% |
| 7D | +2.5% | +1.6% | +0.9% | +2.5% |
| 30D | +14.4% | +9.1% | +5.3% | +14.1% |
| 3M | +21.7% | +28.2% | -6.5% | +20.8% |
| 6M | +4.0% | +119.5% | -115.5% | +1.8% |
| YTD | +6.2% | +55.2% | -48.9% | +5.0% |
| 1Y | +5.4% | +58.6% | -53.2% | +4.1% |
| 3Y | +11.7% | +21.3% | -9.5% | -11.1% |
| All | +11.7% | +24.2% | -12.5% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling