+471.5%
CF vs ELF
+332.6%
+138.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.2% |
| 7D | +4.8% | +1.6% | +3.2% | +4.6% |
| 30D | +4.7% | +9.1% | -4.4% | +3.7% |
| 3M | +7.4% | +28.2% | -20.7% | +4.6% |
| 6M | +0.6% | +119.5% | -118.9% | -7.8% |
| YTD | +64.1% | +55.2% | +9.0% | +54.2% |
| 1Y | +51.4% | +58.6% | -7.2% | +41.7% |
| 3Y | +67.8% | +21.3% | +46.5% | +49.8% |
| 5Y | +114.1% | +276.2% | -162.1% | +49.4% |
| All | +471.5% | +332.6% | +138.8% | +241.7% |
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 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