+44.0%
CCI vs ELF
+393.8%
-349.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +3.2% | +6.3% | -3.1% | +2.8% |
| 30D | +12.2% | +8.5% | +3.7% | +11.5% |
| 3M | +23.1% | +24.4% | -1.3% | +21.2% |
| 6M | +1.3% | +94.7% | -93.5% | -3.6% |
| YTD | +4.5% | +55.9% | -51.4% | +0.7% |
| 1Y | +2.3% | +48.4% | -46.1% | -1.2% |
| 3Y | +9.8% | +24.6% | -14.8% | +2.0% |
| 5Y | -36.5% | +285.0% | -321.5% | -48.6% |
| 10Y | +64.7% | +357.2% | -292.5% | +21.4% |
| All | +44.0% | +393.8% | -349.8% | +6.5% |
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 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