+60.4%
CFG vs ELF
+272.3%
-211.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.1% |
| 7D | +3.2% | +1.6% | +1.6% | +3.0% |
| 30D | +5.1% | +9.1% | -4.0% | +3.9% |
| 3M | -11.2% | +28.2% | -39.4% | -14.3% |
| 6M | +9.6% | +119.5% | -110.0% | -2.1% |
| YTD | +15.0% | +55.2% | -40.2% | +6.7% |
| 1Y | +29.9% | +58.6% | -28.7% | +20.0% |
| 3Y | +192.1% | +21.3% | +170.8% | +146.7% |
| All | +60.4% | +272.3% | -211.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling