+568.0%
CF vs ELF
+337.1%
+230.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.2% |
| 7D | -3.2% | +4.0% | -7.2% | -3.6% |
| 30D | +4.3% | +10.6% | -6.3% | +3.2% |
| 3M | +2.8% | +25.8% | -23.0% | +0.2% |
| 6M | +0.6% | +89.1% | -88.4% | -6.4% |
| YTD | +56.6% | +52.7% | +3.9% | +47.5% |
| 1Y | +49.6% | +51.7% | -2.1% | +40.7% |
| 3Y | +61.5% | +14.2% | +47.3% | +45.4% |
| 5Y | +124.0% | +270.7% | -146.7% | +56.8% |
| All | +568.0% | +337.1% | +230.9% | +298.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling