+138.1%
CMS vs ELF
+357.0%
-218.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.5% | +6.3% | -5.8% | +0.3% |
| 30D | +7.4% | +8.5% | -1.1% | +7.1% |
| 3M | +1.9% | +24.4% | -22.6% | +1.0% |
| 6M | -2.3% | +94.7% | -97.1% | -4.9% |
| YTD | +3.0% | +55.9% | -52.9% | +0.8% |
| 1Y | -2.8% | +48.4% | -51.2% | -4.7% |
| 3Y | +37.9% | +24.6% | +13.3% | +31.7% |
| 5Y | +34.0% | +285.0% | -251.1% | +16.5% |
| 10Y | +138.1% | +357.2% | -219.1% | +94.6% |
| All | +138.1% | +357.0% | -218.9% | +94.6% |
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