+110.7%
CMS vs ELF
+357.0%
-246.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +0.4% | +5.4% | -5.0% | +0.2% |
| 30D | -3.6% | +27.0% | -30.6% | -4.5% |
| 3M | -1.9% | +113.2% | -115.1% | -4.8% |
| 6M | -11.0% | +36.6% | -47.5% | -12.2% |
| YTD | +0.2% | +44.2% | -44.0% | -1.6% |
| 1Y | -1.3% | -18.0% | +16.7% | -1.4% |
| 3Y | +35.9% | -19.9% | +55.9% | +33.0% |
| 5Y | +23.1% | +257.7% | -234.6% | +7.3% |
| All | +110.7% | +357.0% | -246.3% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling