-69.3%
CPNG vs ELF
+248.1%
-317.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.8% |
| 7D | -1.1% | -11.6% | +10.5% | +1.5% |
| 30D | -7.4% | +4.6% | -12.0% | -8.4% |
| 3M | -12.3% | +59.7% | -72.1% | -21.2% |
| 6M | -19.4% | +21.2% | -40.7% | -23.8% |
| YTD | -35.9% | +27.4% | -63.4% | -40.5% |
| 1Y | -53.4% | -29.8% | -23.6% | -51.9% |
| 3Y | -20.0% | -28.5% | +8.5% | -28.1% |
| 5Y | -49.6% | +220.0% | -269.6% | -84.2% |
| All | -69.3% | +248.1% | -317.4% | -90.5% |
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 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