+87.2%
CNC vs ELF
+334.6%
-247.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -3.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -1.8% | +5.9% | -7.7% | -2.3% |
| 3M | -0.7% | +99.5% | -100.2% | -5.6% |
| 6M | +47.9% | +26.5% | +21.4% | +44.7% |
| YTD | +56.9% | +37.2% | +19.8% | +52.2% |
| 1Y | +123.9% | -24.4% | +148.3% | +125.2% |
| 3Y | -1.3% | -23.3% | +22.1% | -4.4% |
| 5Y | +2.8% | +245.2% | -242.4% | -19.8% |
| All | +87.2% | +334.6% | -247.4% | +29.5% |
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