+231.7%
CTVA vs ELF
+843.8%
-612.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +4.9% | +5.4% | -0.4% | +4.4% |
| 30D | +11.9% | +27.0% | -15.1% | +9.2% |
| 3M | +13.7% | +113.2% | -99.5% | +5.0% |
| 6M | +13.1% | +36.6% | -23.4% | +8.8% |
| YTD | +32.0% | +44.2% | -12.3% | +25.7% |
| 1Y | +22.1% | -18.0% | +40.1% | +22.0% |
| 3Y | +77.5% | -19.9% | +97.4% | +67.3% |
| 5Y | +106.3% | +257.7% | -151.4% | +38.6% |
| All | +231.7% | +843.8% | -612.1% | +74.2% |
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 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