+150.2%
CMI vs ELF
-30.3%
+180.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.5% | -0.4% |
| 7D | +0.8% | -10.8% | +11.7% | +1.9% |
| 30D | -12.8% | +0.8% | -13.6% | -12.9% |
| 3M | -12.4% | +64.8% | -77.2% | -17.2% |
| 6M | -0.9% | +19.0% | -19.8% | -3.3% |
| YTD | +8.9% | +25.9% | -17.1% | +5.3% |
| 1Y | +37.7% | -28.8% | +66.5% | +39.2% |
| All | +150.2% | -30.3% | +180.5% | +136.2% |
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 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