+219.7%
CFG vs ELF
+357.0%
-137.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.7% | +6.3% | -5.6% | -0.5% |
| 30D | +2.8% | +8.5% | -5.7% | +1.1% |
| 3M | -10.1% | +24.4% | -34.5% | -14.1% |
| 6M | +3.2% | +94.7% | -91.5% | -10.4% |
| YTD | +14.2% | +55.9% | -41.7% | +2.2% |
| 1Y | +27.4% | +48.4% | -21.0% | +14.9% |
| 3Y | +187.6% | +24.6% | +163.0% | +135.4% |
| 5Y | +65.7% | +285.0% | -219.3% | -5.8% |
| 10Y | +219.7% | +357.2% | -137.5% | +50.1% |
| All | +219.7% | +357.0% | -137.3% | +50.1% |
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