-5.2%
CMG vs ELF
+232.2%
-237.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -1.9% |
| 7D | -6.5% | -6.8% | +0.3% | -5.5% |
| 30D | +12.1% | +5.1% | +7.0% | +11.2% |
| 3M | +20.6% | +79.8% | -59.2% | +9.2% |
| 6M | +2.1% | +29.7% | -27.6% | -3.1% |
| YTD | -2.6% | +31.6% | -34.2% | -8.2% |
| 1Y | -8.7% | -27.9% | +19.2% | -7.1% |
| 3Y | -7.4% | -26.4% | +19.1% | -14.4% |
| All | -5.2% | +232.2% | -237.4% | -58.3% |
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