+364.0%
CSCO vs ELF
+334.6%
+29.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.5% |
| 7D | -0.5% | -1.2% | +0.6% | -0.4% |
| 30D | -10.1% | +5.9% | -16.0% | -10.8% |
| 3M | -11.7% | +99.5% | -111.3% | -18.7% |
| 6M | +40.1% | +26.5% | +13.6% | +35.3% |
| YTD | +43.8% | +37.2% | +6.6% | +36.9% |
| 1Y | +66.6% | -24.4% | +91.0% | +67.8% |
| 3Y | +108.5% | -23.3% | +131.8% | +97.8% |
| 5Y | +114.0% | +245.2% | -131.2% | +56.8% |
| All | +364.0% | +334.6% | +29.4% | +197.0% |
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 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