+218.9%
CTVA vs ELF
+724.1%
-505.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.1% |
| 7D | -4.7% | -10.8% | +6.2% | -3.6% |
| 30D | +11.1% | +0.8% | +10.3% | +10.9% |
| 3M | +13.7% | +64.8% | -51.1% | +7.8% |
| 6M | +11.2% | +19.0% | -7.8% | +8.5% |
| YTD | +26.9% | +25.9% | +1.0% | +22.4% |
| 1Y | +18.8% | -28.8% | +47.6% | +20.4% |
| 3Y | +75.9% | -29.6% | +105.6% | +67.8% |
| 5Y | +105.2% | +216.2% | -111.0% | +39.3% |
| All | +218.9% | +724.1% | -505.2% | +69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling