+320.1%
CFG vs ELF
+334.6%
-14.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.2% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | -3.7% | +5.9% | -9.6% | -4.9% |
| 3M | +9.5% | +99.5% | -90.1% | -4.9% |
| 6M | +22.2% | +26.5% | -4.3% | +15.1% |
| YTD | +22.3% | +37.2% | -14.9% | +12.5% |
| 1Y | +39.4% | -24.4% | +63.9% | +40.9% |
| 3Y | +188.5% | -23.3% | +211.8% | +163.4% |
| 5Y | +101.5% | +245.2% | -143.6% | +17.8% |
| All | +320.1% | +334.6% | -14.5% | +101.5% |
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