+1.4%
CCL vs ELF
+259.0%
-257.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -5.0% | +5.4% | -10.4% | -6.5% |
| 30D | -20.3% | +27.0% | -47.3% | -25.9% |
| 3M | -15.1% | +113.2% | -128.3% | -32.3% |
| 6M | -15.1% | +36.6% | -51.7% | -23.7% |
| YTD | -21.8% | +44.2% | -66.0% | -31.1% |
| 1Y | -24.8% | -18.0% | -6.8% | -25.0% |
| 3Y | +51.9% | -19.9% | +71.8% | +28.5% |
| All | +1.4% | +259.0% | -257.6% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling