+286.6%
ELF vs CG
+274.5%
+12.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -2.2% |
| 7D | +3.4% | -1.5% | +4.9% | +4.0% |
| 30D | +5.0% | +5.7% | -0.7% | +2.1% |
| 3M | +22.6% | -17.9% | +40.5% | +33.2% |
| 6M | +104.0% | -20.2% | +124.2% | +123.1% |
| YTD | +49.3% | -32.0% | +81.3% | +74.0% |
| 1Y | +46.0% | -27.0% | +73.1% | +64.7% |
| 3Y | +19.4% | +42.8% | -23.4% | -4.4% |
| 5Y | +262.0% | -23.4% | +285.5% | +271.1% |
| All | +286.6% | +274.5% | +12.0% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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