+181.4%
CFG vs ELF
-19.9%
+201.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +1.5% | +5.4% | -3.8% | +1.0% |
| 30D | -3.8% | +27.0% | -30.8% | -6.4% |
| 3M | +11.5% | +113.2% | -101.7% | +2.2% |
| 6M | +19.2% | +36.6% | -17.4% | +14.3% |
| YTD | +23.7% | +44.2% | -20.5% | +17.5% |
| 1Y | +38.8% | -18.0% | +56.8% | +38.7% |
| All | +181.4% | -19.9% | +201.2% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling