+94.9%
CNC vs ELF
-28.2%
+123.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -0.9% | -11.6% | +10.7% | -1.1% |
| 30D | -1.0% | +4.6% | -5.6% | -0.8% |
| 3M | +4.5% | +59.7% | -55.2% | +5.7% |
| 6M | +85.2% | +21.2% | +64.0% | +85.6% |
| YTD | +61.4% | +27.4% | +34.0% | +62.6% |
| 1Y | +94.9% | -29.8% | +124.7% | +97.7% |
| All | +94.9% | -28.2% | +123.1% | +97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling