+313.8%
ELF vs CDW
+268.4%
+45.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +5.4% | +3.2% | +2.2% | +3.7% |
| 30D | +27.0% | +9.3% | +17.7% | +20.7% |
| 3M | +113.2% | +9.8% | +103.4% | +100.4% |
| 6M | +36.6% | +23.3% | +13.2% | +16.1% |
| YTD | +44.2% | +13.7% | +30.6% | +26.9% |
| 1Y | -18.0% | -6.5% | -11.5% | -19.2% |
| 3Y | -19.9% | -25.2% | +5.3% | -11.7% |
| 5Y | +257.7% | -19.5% | +277.2% | +271.7% |
| All | +313.8% | +268.4% | +45.4% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling