+11.8%
CRM vs ELF
-29.5%
+41.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | -4.4% | -11.6% | +7.2% | -3.2% |
| 30D | +28.1% | +4.6% | +23.5% | +27.5% |
| 3M | +48.8% | +59.7% | -10.9% | +41.7% |
| 6M | +28.3% | +21.2% | +7.0% | +25.3% |
| YTD | -6.0% | +27.4% | -33.5% | -9.1% |
| 1Y | +1.4% | -29.8% | +31.2% | +3.9% |
| 3Y | +11.8% | -28.5% | +40.3% | +6.8% |
| All | +11.8% | -29.5% | +41.3% | +6.8% |
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