+314.5%
ELF vs CDW
+283.0%
+31.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -0.4% |
| 7D | -2.7% | -4.1% | +1.4% | -1.3% |
| 30D | +6.9% | +16.7% | -9.9% | -1.6% |
| 3M | +27.2% | +13.6% | +13.6% | +17.3% |
| 6M | +84.9% | +17.0% | +67.8% | +61.1% |
| YTD | +44.5% | +18.1% | +26.3% | +23.3% |
| 1Y | -6.8% | +10.5% | -17.2% | -16.5% |
| 3Y | +14.2% | -20.9% | +35.2% | +21.3% |
| 5Y | +250.6% | -9.3% | +259.9% | +239.4% |
| 10Y | +318.0% | +310.6% | +7.4% | +85.1% |
| All | +314.5% | +283.0% | +31.5% | +104.2% |
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