-36.5%
CCI vs ELF
+283.8%
-320.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +3.2% | +6.3% | -3.1% | +2.9% |
| 30D | +12.2% | +8.5% | +3.7% | +11.7% |
| 3M | +23.1% | +24.4% | -1.3% | +21.8% |
| 6M | +1.3% | +94.7% | -93.5% | -2.2% |
| YTD | +4.5% | +55.9% | -51.4% | +1.9% |
| 1Y | +2.3% | +48.4% | -46.1% | -0.1% |
| 3Y | +9.8% | +24.6% | -14.8% | +1.4% |
| 5Y | -36.5% | +285.0% | -321.5% | -51.5% |
| All | -36.5% | +283.8% | -320.3% | -51.5% |
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