+330.1%
CMG vs ELF
+391.6%
-61.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.3% |
| 7D | +2.5% | +1.6% | +0.9% | +2.2% |
| 30D | +15.6% | +9.1% | +6.5% | +13.8% |
| 3M | +8.2% | +28.2% | -20.0% | +3.7% |
| 6M | +9.9% | +119.5% | -109.7% | -4.2% |
| YTD | -4.6% | +55.2% | -59.8% | -12.8% |
| 1Y | +12.4% | +58.6% | -46.2% | +2.3% |
| 3Y | -18.0% | +21.3% | -39.2% | -29.4% |
| 5Y | -5.3% | +276.2% | -281.5% | -38.0% |
| 10Y | +344.2% | +337.0% | +7.3% | +147.4% |
| All | +330.1% | +391.6% | -61.5% | +139.3% |
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 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