+272.3%
CME vs ELF
+317.0%
-44.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.6% |
| 7D | -0.6% | -6.8% | +6.1% | -0.3% |
| 30D | +4.7% | +5.1% | -0.4% | +4.4% |
| 3M | +7.8% | +79.8% | -71.9% | +4.3% |
| 6M | -11.0% | +29.7% | -40.7% | -12.6% |
| YTD | +4.0% | +31.6% | -27.6% | +1.8% |
| 1Y | +9.1% | -27.9% | +37.0% | +9.8% |
| 3Y | +52.3% | -26.4% | +78.7% | +47.9% |
| 5Y | +76.1% | +235.6% | -159.5% | +39.7% |
| All | +272.3% | +317.0% | -44.7% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling