+34.7%
CMS vs ELF
+266.1%
-231.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.2% |
| 7D | -1.3% | +4.0% | -5.3% | -1.3% |
| 30D | +6.3% | +10.6% | -4.3% | +6.2% |
| 3M | -2.1% | +25.8% | -27.9% | -2.3% |
| 6M | -5.1% | +89.1% | -94.2% | -5.8% |
| YTD | +1.3% | +52.7% | -51.5% | +0.6% |
| 1Y | -1.4% | +51.7% | -53.1% | -2.0% |
| 3Y | +36.9% | +14.2% | +22.7% | +33.0% |
| All | +34.7% | +266.1% | -231.5% | +18.0% |
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