+123.5%
CMS vs ELF
+337.1%
-213.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.1% | -1.5% |
| 7D | -0.5% | +4.0% | -4.5% | -0.7% |
| 30D | +7.2% | +10.6% | -3.4% | +6.8% |
| 3M | -1.3% | +25.8% | -27.1% | -2.1% |
| 6M | -4.3% | +89.1% | -93.4% | -6.8% |
| YTD | +2.1% | +52.7% | -50.7% | 0.0% |
| 1Y | -0.6% | +51.7% | -52.3% | -2.7% |
| 3Y | +38.0% | +14.2% | +23.8% | +32.4% |
| 5Y | +33.6% | +270.7% | -237.1% | +16.3% |
| All | +123.5% | +337.1% | -213.6% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling