+20.4%
CCI vs ELF
+357.0%
-336.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | -0.4% | +5.4% | -5.8% | -0.8% |
| 30D | +2.7% | +27.0% | -24.3% | +1.0% |
| 3M | -18.2% | +113.2% | -131.4% | -22.5% |
| 6M | -14.8% | +36.6% | -51.4% | -16.9% |
| YTD | -12.6% | +44.2% | -56.8% | -15.3% |
| 1Y | -16.7% | -18.0% | +1.2% | -16.8% |
| 3Y | -10.5% | -19.9% | +9.4% | -13.6% |
| 5Y | -51.4% | +257.7% | -309.1% | -60.5% |
| All | +20.4% | +357.0% | -336.5% | -10.4% |
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