+791.9%
CDE vs ELF
-29.5%
+821.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -3.1% | -11.6% | +8.5% | -1.6% |
| 30D | +9.5% | +4.6% | +4.8% | +8.9% |
| 3M | +25.5% | +59.7% | -34.2% | +18.3% |
| 6M | -7.9% | +21.2% | -29.1% | -10.6% |
| YTD | +15.6% | +27.4% | -11.9% | +11.4% |
| 1Y | +34.0% | -29.8% | +63.9% | +35.4% |
| 3Y | +791.9% | -28.5% | +820.4% | +665.5% |
| All | +791.9% | -29.5% | +821.4% | +665.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling