-21.9%
CPNG vs ELF
-27.2%
+5.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.2% |
| 7D | -7.6% | -6.8% | -0.8% | -6.7% |
| 30D | -8.8% | +5.1% | -13.9% | -9.5% |
| 3M | -7.2% | +79.8% | -87.0% | -14.3% |
| 6M | -21.5% | +29.7% | -51.3% | -24.9% |
| YTD | -37.4% | +31.6% | -69.0% | -40.4% |
| 1Y | -54.3% | -27.9% | -26.4% | -53.9% |
| All | -21.9% | -27.2% | +5.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling