+279.4%
CME vs ELF
+357.0%
-77.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.6% | +5.4% | -6.9% | -1.9% |
| 30D | +6.2% | +27.0% | -20.7% | +4.9% |
| 3M | +10.4% | +113.2% | -102.8% | +5.8% |
| 6M | -9.5% | +36.6% | -46.1% | -11.4% |
| YTD | +6.0% | +44.2% | -38.2% | +3.2% |
| 1Y | +9.3% | -18.0% | +27.3% | +9.2% |
| 3Y | +57.7% | -19.9% | +77.6% | +52.6% |
| 5Y | +77.7% | +257.7% | -180.0% | +40.8% |
| All | +279.4% | +357.0% | -77.5% | +173.4% |
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