+194.3%
CDE vs ELF
+217.8%
-23.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.6% |
| 7D | -6.1% | -10.8% | +4.8% | -4.7% |
| 30D | +9.5% | +0.8% | +8.7% | +9.4% |
| 3M | +32.0% | +64.8% | -32.8% | +23.8% |
| 6M | -12.8% | +19.0% | -31.8% | -15.3% |
| YTD | +14.2% | +25.9% | -11.7% | +10.0% |
| 1Y | +36.3% | -28.8% | +65.1% | +38.0% |
| 3Y | +821.4% | -29.6% | +851.0% | +770.8% |
| 5Y | +194.3% | +216.2% | -22.0% | +63.6% |
| All | +194.3% | +217.8% | -23.6% | +63.6% |
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 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