-24.8%
CCL vs ELF
-17.5%
-7.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -5.0% | +5.4% | -10.4% | -6.1% |
| 30D | -20.3% | +27.0% | -47.3% | -24.3% |
| 3M | -15.1% | +113.2% | -128.3% | -27.8% |
| 6M | -15.1% | +36.6% | -51.7% | -21.9% |
| YTD | -21.8% | +44.2% | -66.0% | -28.0% |
| 1Y | -24.8% | -18.0% | -6.8% | -29.2% |
| All | -24.8% | -17.5% | -7.2% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling