+19.6%
CME vs ELF
-3.2%
+22.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +4.8% | -1.5% | +6.4% | +4.8% |
| 30D | +14.2% | +9.5% | +4.6% | +14.4% |
| 3M | +17.9% | +29.4% | -11.4% | +18.8% |
| 6M | +7.2% | +83.7% | -76.5% | +9.1% |
| YTD | +16.7% | +49.4% | -32.7% | +17.9% |
| 1Y | +19.6% | -3.9% | +23.5% | +19.3% |
| All | +19.6% | -3.2% | +22.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling