-22.3%
CEG vs ELF
+89.8%
-112.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +4.3% |
| 7D | -4.7% | +4.0% | -8.7% | -4.8% |
| 30D | -16.6% | +10.6% | -27.1% | -16.6% |
| 3M | -4.1% | +25.8% | -29.9% | -3.9% |
| 6M | -22.3% | +89.1% | -111.4% | -23.0% |
| All | -22.3% | +89.8% | -112.2% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling