+286.6%
ELF vs CDW
+315.4%
-28.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +3.4% | +9.1% | -5.7% | -0.9% |
| 30D | +5.0% | +13.7% | -8.7% | -1.9% |
| 3M | +22.6% | +27.0% | -4.5% | +7.4% |
| 6M | +104.0% | +75.9% | +28.1% | +47.2% |
| YTD | +49.3% | +28.9% | +20.4% | +22.3% |
| 1Y | +46.0% | +19.6% | +26.4% | +24.9% |
| 3Y | +19.4% | -14.6% | +34.0% | +22.3% |
| 5Y | +262.0% | -3.2% | +265.2% | +240.0% |
| All | +286.6% | +315.4% | -28.9% | +111.0% |
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