+18.8%
CTVA vs ELF
-31.2%
+50.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.3% |
| 7D | -4.7% | -10.8% | +6.2% | -4.7% |
| 30D | +11.1% | +0.8% | +10.3% | +11.1% |
| 3M | +13.7% | +64.8% | -51.1% | +14.1% |
| 6M | +11.2% | +19.0% | -7.8% | +11.8% |
| YTD | +26.9% | +25.9% | +1.0% | +27.4% |
| 1Y | +18.8% | -28.8% | +47.6% | +18.1% |
| All | +18.8% | -31.2% | +50.0% | +18.1% |
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