-2.7%
CEG vs ELF
-17.5%
+14.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.7% |
| 7D | +8.0% | +5.4% | +2.7% | +7.6% |
| 30D | +12.9% | +27.0% | -14.0% | +10.8% |
| 3M | +13.2% | +113.2% | -100.0% | +5.0% |
| 6M | -7.0% | +36.6% | -43.6% | -9.6% |
| YTD | -15.0% | +44.2% | -59.2% | -18.4% |
| 1Y | -2.7% | -18.0% | +15.3% | +1.9% |
| All | -2.7% | -17.5% | +14.8% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling