+50.4%
CF vs ELF
+45.6%
+4.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.5% | +0.7% |
| 7D | +5.4% | +3.4% | +2.0% | +6.0% |
| 30D | +6.5% | +5.0% | +1.6% | +7.5% |
| 3M | +4.6% | +22.6% | -17.9% | +8.6% |
| 6M | -3.3% | +104.0% | -107.3% | +9.1% |
| YTD | +63.9% | +49.3% | +14.6% | +76.5% |
| 1Y | +50.4% | +46.0% | +4.4% | +62.3% |
| All | +50.4% | +45.6% | +4.9% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling