+34.9%
CMS vs ELF
+264.1%
-229.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.5% |
| 7D | -1.3% | +3.4% | -4.6% | -1.3% |
| 30D | +5.3% | +5.0% | +0.3% | +5.2% |
| 3M | -0.3% | +22.6% | -22.9% | -0.6% |
| 6M | -4.0% | +104.0% | -108.0% | -4.8% |
| YTD | +2.1% | +49.3% | -47.2% | +1.5% |
| 1Y | -4.7% | +46.0% | -50.8% | -5.3% |
| 3Y | +36.8% | +19.4% | +17.4% | +32.6% |
| 5Y | +34.9% | +262.0% | -227.2% | +18.7% |
| All | +34.9% | +264.1% | -229.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling