+92.5%
CNC vs ELF
+303.8%
-211.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -0.9% | -11.6% | +10.7% | -0.1% |
| 30D | -1.0% | +4.6% | -5.6% | -1.3% |
| 3M | +4.5% | +59.7% | -55.2% | +0.9% |
| 6M | +85.2% | +21.2% | +64.0% | +81.8% |
| YTD | +61.4% | +27.4% | +34.0% | +57.3% |
| 1Y | +94.9% | -29.8% | +124.7% | +96.9% |
| 3Y | 0.0% | -28.5% | +28.5% | -2.7% |
| 5Y | +11.2% | +220.0% | -208.8% | -12.7% |
| All | +92.5% | +303.8% | -211.3% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling