+43.3%
CTVA vs ELF
+24.2%
+19.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.4% |
| 7D | -20.8% | +1.6% | -22.3% | -20.8% |
| 30D | -29.6% | +9.1% | -38.7% | -29.8% |
| 3M | -16.9% | +28.2% | -45.1% | -17.6% |
| 6M | -24.3% | +119.5% | -143.8% | -26.6% |
| YTD | -5.6% | +55.2% | -60.8% | -7.5% |
| 1Y | -4.2% | +58.6% | -62.8% | -6.2% |
| 3Y | +43.3% | +21.3% | +22.0% | +27.2% |
| All | +43.3% | +24.2% | +19.1% | +27.2% |
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