+14.2%
ELF vs CDW
-21.8%
+36.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +4.0% | +2.1% | +1.9% | +2.9% |
| 30D | +10.6% | +14.7% | -4.2% | +4.7% |
| 3M | +25.8% | +11.1% | +14.7% | +19.7% |
| 6M | +89.1% | +45.6% | +43.5% | +57.6% |
| YTD | +52.7% | +17.1% | +35.6% | +35.8% |
| 1Y | +51.7% | +13.2% | +38.6% | +37.9% |
| 3Y | +14.2% | -22.2% | +36.4% | +19.7% |
| All | +14.2% | -21.8% | +36.0% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling