-4.0%
CMS vs ELF
+106.0%
-110.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.6% |
| 7D | -1.3% | +3.4% | -4.6% | -1.2% |
| 30D | +5.3% | +5.0% | +0.3% | +5.3% |
| 3M | -0.3% | +22.6% | -22.9% | -0.2% |
| 6M | -4.0% | +104.0% | -108.0% | -4.7% |
| All | -4.0% | +106.0% | -110.0% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling