+90.0%
CSCO vs ELF
+18.9%
+71.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.3% |
| 7D | -10.2% | +4.0% | -14.2% | -10.4% |
| 30D | -20.1% | +10.6% | -30.6% | -20.6% |
| 3M | -22.1% | +25.8% | -47.9% | -23.4% |
| 6M | +3.2% | +89.1% | -85.9% | -1.6% |
| YTD | +24.1% | +52.7% | -28.6% | +19.5% |
| 1Y | +34.6% | +51.7% | -17.2% | +29.5% |
| 3Y | +90.0% | +14.2% | +75.8% | +69.4% |
| All | +90.0% | +18.9% | +71.1% | +69.4% |
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