+648.0%
CF vs ELF
+357.0%
+291.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | +6.0% | +5.4% | +0.7% | +5.5% |
| 30D | +14.8% | +27.0% | -12.1% | +12.0% |
| 3M | +14.1% | +113.2% | -99.1% | +5.0% |
| 6M | +28.5% | +36.6% | -8.0% | +23.3% |
| YTD | +74.9% | +44.2% | +30.7% | +65.8% |
| 1Y | +61.7% | -18.0% | +79.7% | +61.8% |
| 3Y | +80.3% | -19.9% | +100.3% | +70.6% |
| 5Y | +226.0% | +257.7% | -31.7% | +128.2% |
| All | +648.0% | +357.0% | +291.0% | +340.6% |
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