+58.5%
CDE vs ELF
+303.8%
-245.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -3.1% | -11.6% | +8.5% | -1.5% |
| 30D | +9.5% | +4.6% | +4.8% | +8.8% |
| 3M | +25.5% | +59.7% | -34.2% | +17.7% |
| 6M | -7.9% | +21.2% | -29.1% | -10.9% |
| YTD | +15.6% | +27.4% | -11.9% | +10.8% |
| 1Y | +34.0% | -29.8% | +63.9% | +36.5% |
| 3Y | +791.9% | -28.5% | +820.4% | +756.1% |
| 5Y | +197.7% | +220.0% | -22.3% | +116.7% |
| All | +58.5% | +303.8% | -245.3% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling