+565.1%
CF vs ELF
+357.7%
+207.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +6.5% |
| 7D | +0.4% | -2.7% | +3.2% | +0.6% |
| 30D | +2.2% | +6.9% | -4.7% | +1.5% |
| 3M | +2.1% | +27.2% | -25.1% | -0.6% |
| 6M | -6.5% | +84.9% | -91.4% | -13.0% |
| YTD | +55.6% | +44.5% | +11.1% | +47.2% |
| 1Y | +42.3% | -6.8% | +49.1% | +40.5% |
| 3Y | +55.7% | +14.2% | +41.5% | +39.6% |
| 5Y | +122.4% | +250.6% | -128.2% | +56.3% |
| 10Y | +568.5% | +318.0% | +250.6% | +293.0% |
| All | +565.1% | +357.7% | +207.4% | +291.0% |
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