+104.3%
CEG vs ELF
+18.9%
+85.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +3.5% |
| 7D | -4.7% | +4.0% | -8.7% | -5.3% |
| 30D | -16.6% | +10.6% | -27.1% | -17.9% |
| 3M | -4.1% | +25.8% | -29.9% | -7.5% |
| 6M | -22.3% | +89.1% | -111.4% | -30.2% |
| YTD | -28.9% | +52.7% | -81.7% | -34.6% |
| 1Y | -28.5% | +51.7% | -80.2% | -34.2% |
| 3Y | +104.3% | +14.2% | +90.1% | +90.8% |
| All | +104.3% | +18.9% | +85.4% | +90.8% |
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