+149.2%
CI vs ELF
+397.3%
-248.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.4% |
| 7D | +0.1% | +7.8% | -7.7% | -0.5% |
| 30D | +4.7% | +9.3% | -4.6% | +3.8% |
| 3M | +5.2% | +21.2% | -16.0% | +3.3% |
| 6M | +3.8% | +96.1% | -92.3% | -2.6% |
| YTD | +9.2% | +57.0% | -47.7% | +3.7% |
| 1Y | +14.3% | +61.9% | -47.6% | +8.0% |
| 3Y | +8.4% | +20.0% | -11.6% | -1.1% |
| 5Y | +50.0% | +284.8% | -234.7% | +11.2% |
| 10Y | +142.2% | +364.2% | -222.0% | +55.8% |
| All | +149.2% | +397.3% | -248.1% | +59.9% |
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 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