+14.2%
CCL vs ELF
+53.2%
-39.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.5% |
| 7D | -1.2% | +1.6% | -2.8% | -1.6% |
| 30D | +13.1% | +9.1% | +4.0% | +10.3% |
| 3M | +3.4% | +28.2% | -24.8% | -4.2% |
| 6M | +18.7% | +119.5% | -100.8% | -8.5% |
| YTD | -2.3% | +55.2% | -57.4% | -14.4% |
| 1Y | +14.2% | +58.6% | -44.4% | -0.2% |
| All | +14.2% | +53.2% | -39.0% | -0.2% |
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