-10.3%
ELF vs CAI
-7.1%
-3.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +5.4% | -2.2% | +7.5% | +6.0% |
| 30D | +27.0% | +52.4% | -25.4% | +12.1% |
| 3M | +113.2% | +45.1% | +68.1% | +90.0% |
| 6M | +36.6% | +26.2% | +10.3% | +24.5% |
| YTD | +44.2% | -7.1% | +51.3% | +44.3% |
| 1Y | -18.0% | -31.0% | +13.0% | -11.3% |
| All | -10.3% | -7.1% | -3.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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