+42.5%
CI vs ELF
+259.0%
-216.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | +1.3% | +5.4% | -4.0% | +1.1% |
| 30D | +4.4% | +27.0% | -22.5% | +3.5% |
| 3M | +0.7% | +113.2% | -112.5% | -2.3% |
| 6M | +0.3% | +36.6% | -36.2% | -1.1% |
| YTD | +3.8% | +44.2% | -40.4% | +1.8% |
| 1Y | -5.5% | -18.0% | +12.5% | -5.3% |
| 3Y | +8.1% | -19.9% | +28.0% | +6.3% |
| All | +42.5% | +259.0% | -216.4% | +6.4% |
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