+38.7%
CSCO vs ELF
+56.1%
-17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -4.7% | +6.3% | -11.0% | -5.0% |
| 30D | -17.1% | +8.5% | -25.6% | -17.5% |
| 3M | -19.6% | +24.4% | -44.0% | -20.7% |
| 6M | +2.4% | +94.7% | -92.3% | -2.3% |
| YTD | +29.8% | +55.9% | -26.1% | +23.7% |
| 1Y | +38.7% | +48.4% | -9.7% | +32.3% |
| All | +38.7% | +56.1% | -17.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling