+8.0%
ELF vs CAPR
+200.7%
-192.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -3.3% |
| 7D | -2.7% | +29.7% | -32.5% | -3.3% |
| 30D | +6.9% | +11.0% | -4.1% | +6.6% |
| 3M | +27.2% | +118.8% | -91.6% | +24.7% |
| 6M | +84.9% | -73.9% | +158.8% | +87.1% |
| YTD | +44.5% | -70.2% | +114.7% | +45.5% |
| 1Y | -6.8% | +38.3% | -45.0% | -13.7% |
| All | +8.0% | +200.7% | -192.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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