-50.8%
CCI vs ELF
+239.6%
-290.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.4% |
| 7D | +0.2% | -1.2% | +1.3% | +0.2% |
| 30D | +0.5% | +5.9% | -5.4% | +0.2% |
| 3M | -16.3% | +99.5% | -115.8% | -19.1% |
| 6M | -13.9% | +26.5% | -40.5% | -15.1% |
| YTD | -12.4% | +37.2% | -49.6% | -14.1% |
| 1Y | -15.2% | -24.4% | +9.2% | -15.0% |
| 3Y | -9.9% | -23.3% | +13.5% | -13.0% |
| 5Y | -50.8% | +245.2% | -296.0% | -62.9% |
| All | -50.8% | +239.6% | -290.4% | -62.9% |
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 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