-3.1%
CMS vs ELF
+57.2%
-60.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | +0.5% |
| 7D | -0.9% | +7.8% | -8.7% | -0.9% |
| 30D | +7.1% | +9.3% | -2.2% | +7.1% |
| 3M | -1.3% | +21.2% | -22.5% | -1.2% |
| 6M | -2.7% | +96.1% | -98.8% | -3.0% |
| YTD | +2.6% | +57.0% | -54.3% | +1.1% |
| All | -3.1% | +57.2% | -60.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling