+324.8%
CFG vs ELF
+357.0%
-32.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +1.5% | +5.4% | -3.8% | +0.5% |
| 30D | -3.8% | +27.0% | -30.8% | -8.4% |
| 3M | +11.5% | +113.2% | -101.7% | -4.3% |
| 6M | +19.2% | +36.6% | -17.4% | +10.6% |
| YTD | +23.7% | +44.2% | -20.5% | +12.7% |
| 1Y | +38.8% | -18.0% | +56.8% | +38.1% |
| 3Y | +178.9% | -19.9% | +198.8% | +152.6% |
| 5Y | +101.8% | +257.7% | -155.9% | +17.3% |
| All | +324.8% | +357.0% | -32.1% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling