+38.3%
CMS vs ELF
+24.7%
+13.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.1% | +4.3% | -5.4% | -1.1% |
| 30D | +6.6% | +7.7% | -1.2% | +6.6% |
| 3M | +0.8% | +24.7% | -23.9% | +0.9% |
| 6M | -3.3% | +114.6% | -118.0% | -3.3% |
| YTD | +2.7% | +55.8% | -53.1% | +2.7% |
| 1Y | -4.0% | +51.9% | -55.9% | -4.0% |
| All | +38.3% | +24.7% | +13.6% | +19.2% |
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