+106.6%
CNC vs ELF
+391.6%
-285.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.2% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +1.6% | +9.1% | -7.5% | +0.9% |
| 3M | +7.9% | +28.2% | -20.3% | +6.0% |
| 6M | +21.2% | +119.5% | -98.4% | +14.3% |
| YTD | +73.2% | +55.2% | +18.0% | +66.4% |
| 1Y | +97.5% | +58.6% | +38.9% | +89.3% |
| 3Y | -1.2% | +21.3% | -22.5% | -8.4% |
| 5Y | -6.1% | +276.2% | -282.3% | -26.9% |
| 10Y | +181.3% | +337.0% | -155.7% | +92.5% |
| All | +106.6% | +391.6% | -285.0% | +41.6% |
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 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