+231.4%
CRM vs ELF
+299.0%
-67.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.2% |
| 7D | -8.1% | -10.8% | +2.7% | -6.5% |
| 30D | +23.1% | +0.8% | +22.2% | +22.8% |
| 3M | +42.5% | +64.8% | -22.2% | +31.6% |
| 6M | +25.3% | +19.0% | +6.3% | +20.7% |
| YTD | -7.8% | +25.9% | -33.7% | -12.6% |
| 1Y | +1.0% | -28.8% | +29.8% | +3.2% |
| 3Y | +10.0% | -29.6% | +39.6% | +4.8% |
| 5Y | -3.9% | +216.2% | -220.1% | -33.1% |
| All | +231.4% | +299.0% | -67.6% | +99.0% |
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