+639.7%
CEG vs ELF
+271.1%
+368.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.7% |
| 7D | +6.7% | -1.2% | +7.9% | +6.9% |
| 30D | +11.0% | +5.9% | +5.1% | +9.9% |
| 3M | +19.5% | +99.5% | -80.0% | +6.9% |
| 6M | -5.9% | +26.5% | -32.4% | -10.1% |
| YTD | -15.0% | +37.2% | -52.2% | -20.3% |
| 1Y | +0.6% | -24.4% | +25.0% | +2.0% |
| 3Y | +180.6% | -23.3% | +203.9% | +165.4% |
| All | +639.7% | +271.1% | +368.6% | +390.4% |
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