+300.5%
CSCO vs ELF
+383.9%
-83.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.6% |
| 7D | -10.2% | +4.0% | -14.2% | -10.6% |
| 30D | -20.1% | +10.6% | -30.6% | -21.0% |
| 3M | -22.1% | +25.8% | -47.9% | -24.2% |
| 6M | +3.2% | +89.1% | -85.9% | -4.6% |
| YTD | +24.1% | +52.7% | -28.6% | +16.6% |
| 1Y | +34.6% | +51.7% | -17.2% | +26.3% |
| 3Y | +90.0% | +14.2% | +75.8% | +71.3% |
| 5Y | +88.6% | +270.7% | -182.1% | +37.3% |
| 10Y | +316.5% | +341.9% | -25.4% | +163.2% |
| All | +300.5% | +383.9% | -83.5% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling