+314.5%
CME vs ELF
+383.9%
-69.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -0.7% |
| 7D | +0.9% | +4.0% | -3.1% | +0.7% |
| 30D | +13.2% | +10.6% | +2.6% | +12.6% |
| 3M | +16.3% | +25.8% | -9.5% | +14.8% |
| 6M | +7.1% | +89.1% | -81.9% | +3.2% |
| YTD | +15.8% | +52.7% | -36.9% | +12.4% |
| 1Y | +17.1% | +51.7% | -34.7% | +13.5% |
| 3Y | +63.2% | +14.2% | +48.9% | +52.8% |
| 5Y | +70.2% | +270.7% | -200.5% | +34.8% |
| 10Y | +337.0% | +341.9% | -4.9% | +213.9% |
| All | +314.5% | +383.9% | -69.4% | +197.7% |
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