+44.5%
CCI vs ELF
+373.0%
-328.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.0% |
| 7D | -1.4% | +3.4% | -4.7% | -1.6% |
| 30D | +12.7% | +5.0% | +7.8% | +12.3% |
| 3M | +23.0% | +22.6% | +0.4% | +21.2% |
| 6M | +0.6% | +104.0% | -103.4% | -4.5% |
| YTD | +4.9% | +49.3% | -44.4% | +1.3% |
| 1Y | +0.7% | +46.0% | -45.4% | -2.7% |
| 3Y | +10.2% | +19.4% | -9.2% | +2.7% |
| 5Y | -36.4% | +262.0% | -298.5% | -48.3% |
| 10Y | +66.6% | +320.5% | -253.9% | +23.8% |
| All | +44.5% | +373.0% | -328.5% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling