+59.1%
CDE vs ELF
+334.6%
-275.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.1% |
| 7D | +2.3% | -1.2% | +3.4% | +2.4% |
| 30D | +18.8% | +5.9% | +12.9% | +17.9% |
| 3M | +23.5% | +99.5% | -76.0% | +12.4% |
| 6M | -8.6% | +26.5% | -35.2% | -12.2% |
| YTD | +16.0% | +37.2% | -21.2% | +10.2% |
| 1Y | +42.1% | -24.4% | +66.5% | +43.3% |
| 3Y | +835.9% | -23.3% | +859.2% | +790.1% |
| 5Y | +197.6% | +245.2% | -47.6% | +114.5% |
| All | +59.1% | +334.6% | -275.5% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling