+23.4%
CRM vs ELF
+25.5%
-2.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.9% |
| 7D | -5.0% | -6.8% | +1.8% | -4.9% |
| 30D | +23.6% | +5.1% | +18.5% | +23.5% |
| 3M | +39.6% | +79.8% | -40.2% | +46.4% |
| 6M | +23.4% | +29.7% | -6.3% | +29.5% |
| All | +23.4% | +25.5% | -2.1% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling