+364.2%
ELF vs CDW
+325.6%
+38.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -2.1% | +0.5% |
| 7D | +7.8% | +9.3% | -1.5% | +2.8% |
| 30D | +9.3% | +15.8% | -6.5% | +1.0% |
| 3M | +21.2% | +21.8% | -0.6% | +8.2% |
| 6M | +96.1% | +58.8% | +37.3% | +48.8% |
| YTD | +57.0% | +22.8% | +34.2% | +31.4% |
| 1Y | +61.9% | +17.9% | +43.9% | +38.7% |
| 3Y | +20.0% | -17.4% | +37.4% | +24.7% |
| 5Y | +284.8% | -5.7% | +290.5% | +265.4% |
| 10Y | +364.2% | +319.5% | +44.7% | +104.7% |
| All | +364.2% | +325.6% | +38.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling