+350.6%
CMG vs ELF
+357.0%
-6.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | -2.8% | +5.4% | -8.2% | -3.7% |
| 30D | +7.1% | +27.0% | -19.8% | +2.9% |
| 3M | +31.2% | +113.2% | -82.0% | +15.2% |
| 6M | +0.7% | +36.6% | -35.9% | -5.4% |
| YTD | -0.1% | +44.2% | -44.3% | -7.3% |
| 1Y | -10.7% | -18.0% | +7.2% | -10.9% |
| 3Y | -4.7% | -19.9% | +15.3% | -11.5% |
| 5Y | -3.8% | +257.7% | -261.4% | -36.5% |
| All | +350.6% | +357.0% | -6.4% | +154.2% |
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