+285.0%
ELF vs CDW
-2.4%
+287.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -2.0% |
| 7D | +6.3% | +13.1% | -6.8% | +0.3% |
| 30D | +8.5% | +19.1% | -10.6% | -0.3% |
| 3M | +24.4% | +24.7% | -0.3% | +10.9% |
| 6M | +94.7% | +63.4% | +31.4% | +47.4% |
| YTD | +55.9% | +26.3% | +29.5% | +30.1% |
| 1Y | +48.4% | +20.6% | +27.8% | +27.6% |
| 3Y | +24.6% | -16.3% | +40.9% | +32.1% |
| 5Y | +285.0% | -3.9% | +289.0% | +254.8% |
| All | +285.0% | -2.4% | +287.4% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling