-7.1%
CMG vs ELF
-29.5%
+22.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -2.1% | -11.6% | +9.6% | -0.8% |
| 30D | +10.9% | +4.6% | +6.3% | +10.3% |
| 3M | +15.8% | +59.7% | -43.9% | +9.6% |
| 6M | +6.9% | +21.2% | -14.3% | +3.8% |
| YTD | -2.2% | +27.4% | -29.6% | -5.7% |
| 1Y | -7.1% | -29.8% | +22.7% | -6.6% |
| 3Y | -7.1% | -28.5% | +21.3% | -12.8% |
| All | -7.1% | -29.5% | +22.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling