-19.8%
CEG vs ELF
+45.6%
-65.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.1% |
| 7D | +17.8% | +3.4% | +14.5% | +17.6% |
| 30D | -4.5% | +5.0% | -9.5% | -4.9% |
| 3M | +1.5% | +22.6% | -21.1% | +0.1% |
| 6M | -3.5% | +104.0% | -107.5% | -9.3% |
| YTD | -19.7% | +49.3% | -69.0% | -23.2% |
| 1Y | -19.8% | +46.0% | -65.8% | -23.3% |
| All | -19.8% | +45.6% | -65.3% | -23.3% |
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