+108.1%
CSCO vs ELF
-17.1%
+125.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -0.7% | +5.4% | -6.0% | -1.0% |
| 30D | -10.1% | +27.0% | -37.1% | -11.6% |
| 3M | -15.7% | +113.2% | -128.9% | -20.0% |
| 6M | +36.3% | +36.6% | -0.3% | +32.7% |
| YTD | +43.8% | +44.2% | -0.4% | +39.2% |
| 1Y | +63.9% | -18.0% | +81.9% | +63.6% |
| All | +108.1% | -17.1% | +125.2% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling