+303.4%
CME vs ELF
+332.6%
-29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.6% |
| 7D | +3.9% | +1.6% | +2.4% | +3.9% |
| 30D | +11.3% | +9.1% | +2.2% | +10.8% |
| 3M | +19.6% | +28.2% | -8.6% | +17.9% |
| 6M | +8.1% | +119.5% | -111.5% | +3.3% |
| YTD | +20.4% | +55.2% | -34.8% | +16.7% |
| 1Y | +16.5% | +58.6% | -42.1% | +12.7% |
| 3Y | +66.4% | +21.3% | +45.2% | +54.9% |
| 5Y | +74.5% | +276.2% | -201.7% | +37.4% |
| All | +303.4% | +332.6% | -29.3% | +190.5% |
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