+65.9%
CSCO vs ELF
-27.0%
+92.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | 0.0% | -6.8% | +6.8% | +0.4% |
| 30D | -10.7% | +5.1% | -15.8% | -11.1% |
| 3M | -8.7% | +79.8% | -88.5% | -12.7% |
| 6M | +44.9% | +29.7% | +15.2% | +41.3% |
| YTD | +44.1% | +31.6% | +12.5% | +39.6% |
| 1Y | +65.9% | -27.9% | +93.8% | +69.8% |
| All | +65.9% | -27.0% | +92.9% | +69.8% |
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 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