+357.2%
ELF vs CG
+308.6%
+48.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +6.3% | +2.0% | +4.3% | +5.2% |
| 30D | +8.5% | +8.5% | 0.0% | +4.2% |
| 3M | +24.4% | -12.1% | +36.6% | +31.2% |
| 6M | +94.7% | -16.4% | +111.2% | +108.9% |
| YTD | +55.9% | -28.0% | +83.8% | +77.0% |
| 1Y | +48.4% | -18.9% | +67.3% | +59.5% |
| 3Y | +24.6% | +51.2% | -26.6% | -2.9% |
| 5Y | +285.0% | -15.9% | +300.9% | +277.8% |
| 10Y | +357.2% | +305.9% | +51.3% | +163.5% |
| All | +357.2% | +308.6% | +48.6% | +163.5% |
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