+639.5%
CEG vs ELF
+290.1%
+349.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.6% |
| 7D | +8.0% | +5.4% | +2.7% | +7.2% |
| 30D | +12.9% | +27.0% | -14.0% | +9.0% |
| 3M | +13.2% | +113.2% | -100.0% | +0.3% |
| 6M | -7.0% | +36.6% | -43.6% | -12.2% |
| YTD | -15.0% | +44.2% | -59.2% | -20.9% |
| 1Y | -2.7% | -18.0% | +15.3% | -2.6% |
| 3Y | +184.1% | -19.9% | +204.0% | +167.0% |
| All | +639.5% | +290.1% | +349.3% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling