+134.7%
CEG vs ELF
+24.2%
+110.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.3% |
| 7D | +12.1% | +1.6% | +10.5% | +11.8% |
| 30D | +0.2% | +9.1% | -8.9% | -1.1% |
| 3M | +0.7% | +28.2% | -27.5% | -3.1% |
| 6M | +2.2% | +119.5% | -117.3% | -10.3% |
| YTD | -20.3% | +55.2% | -75.5% | -26.9% |
| 1Y | -16.1% | +58.6% | -74.7% | -23.4% |
| 3Y | +134.7% | +21.3% | +113.4% | +107.7% |
| All | +134.7% | +24.2% | +110.5% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling