+338.7%
ELF vs CG
+299.0%
+39.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.6% |
| 7D | +4.3% | -3.8% | +8.1% | +6.0% |
| 30D | +7.7% | +7.5% | +0.2% | +4.0% |
| 3M | +24.7% | -14.4% | +39.1% | +33.0% |
| 6M | +114.6% | -15.7% | +130.3% | +129.0% |
| YTD | +55.8% | -29.0% | +84.8% | +78.0% |
| 1Y | +51.9% | -22.1% | +74.0% | +66.4% |
| 3Y | +24.6% | +49.1% | -24.6% | -2.3% |
| 5Y | +279.2% | -18.4% | +297.6% | +277.4% |
| 10Y | +338.7% | +295.1% | +43.6% | +156.1% |
| All | +338.7% | +299.0% | +39.8% | +156.1% |
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