+114.8%
CMS vs ELF
+373.0%
-258.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.4% |
| 7D | -1.3% | +3.4% | -4.6% | -1.4% |
| 30D | +5.3% | +5.0% | +0.3% | +5.0% |
| 3M | -0.3% | +22.6% | -22.9% | -1.1% |
| 6M | -4.0% | +104.0% | -108.0% | -6.7% |
| YTD | +2.1% | +49.3% | -47.2% | +0.1% |
| 1Y | -4.7% | +46.0% | -50.8% | -6.6% |
| 3Y | +36.8% | +19.4% | +17.4% | +30.9% |
| 5Y | +34.9% | +262.0% | -227.2% | +17.6% |
| 10Y | +134.7% | +320.5% | -185.8% | +90.9% |
| All | +114.8% | +373.0% | -258.3% | +74.4% |
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