+7.2%
CNC vs ELF
+232.2%
-224.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -4.9% | -6.8% | +1.9% | -4.7% |
| 30D | -3.8% | +5.1% | -8.9% | -3.9% |
| 3M | -3.2% | +79.8% | -83.0% | -4.6% |
| 6M | +47.9% | +29.7% | +18.2% | +46.7% |
| YTD | +55.7% | +31.6% | +24.1% | +54.3% |
| 1Y | +106.2% | -27.9% | +134.2% | +107.5% |
| 3Y | -2.1% | -26.4% | +24.4% | -2.7% |
| All | +7.2% | +232.2% | -224.9% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling