-25.3%
CCL vs ELF
-23.9%
-1.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.3% |
| 7D | -0.1% | -1.2% | +1.0% | +0.1% |
| 30D | -20.0% | +5.9% | -25.9% | -21.0% |
| 3M | -13.7% | +99.5% | -113.2% | -25.6% |
| 6M | -9.0% | +26.5% | -35.5% | -15.1% |
| YTD | -22.8% | +37.2% | -60.0% | -28.3% |
| All | -25.3% | -23.9% | -1.4% | -28.6% |
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