+28.8%
CFG vs ELF
+48.3%
-19.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | +4.3% | -5.0% | -1.2% |
| 30D | +3.1% | +7.7% | -4.6% | +2.4% |
| 3M | -9.7% | +24.7% | -34.4% | -11.5% |
| 6M | +6.7% | +114.6% | -107.9% | -2.1% |
| YTD | +15.2% | +55.8% | -40.6% | +8.6% |
| 1Y | +28.8% | +51.9% | -23.1% | +21.9% |
| All | +28.8% | +48.3% | -19.5% | +21.9% |
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