+75.7%
CTVA vs ELF
-27.2%
+102.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.2% |
| 7D | -5.8% | -6.8% | +1.0% | -5.6% |
| 30D | +11.1% | +5.1% | +6.0% | +10.8% |
| 3M | +13.2% | +79.8% | -66.5% | +10.6% |
| 6M | +8.7% | +29.7% | -21.0% | +7.4% |
| YTD | +27.3% | +31.6% | -4.3% | +25.4% |
| 1Y | +18.0% | -27.9% | +45.9% | +19.0% |
| All | +75.7% | -27.2% | +102.8% | +65.3% |
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