+79.1%
CME vs ELF
+259.0%
-179.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -1.6% | +5.4% | -6.9% | -1.6% |
| 30D | +6.2% | +27.0% | -20.7% | +6.1% |
| 3M | +10.4% | +113.2% | -102.8% | +9.9% |
| 6M | -9.5% | +36.6% | -46.1% | -9.8% |
| YTD | +6.0% | +44.2% | -38.2% | +5.6% |
| 1Y | +9.3% | -18.0% | +27.3% | +9.4% |
| 3Y | +57.7% | -19.9% | +77.6% | +55.7% |
| All | +79.1% | +259.0% | -179.9% | +30.9% |
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 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