+364.2%
ELF vs CG
+320.1%
+44.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.6% | -3.8% | -0.2% |
| 7D | +7.8% | +3.0% | +4.8% | +6.2% |
| 30D | +9.3% | +10.1% | -0.9% | +4.3% |
| 3M | +21.2% | -10.8% | +32.0% | +26.9% |
| 6M | +96.1% | -15.2% | +111.3% | +109.0% |
| YTD | +57.0% | -26.9% | +83.9% | +77.1% |
| 1Y | +61.9% | -17.0% | +78.9% | +72.2% |
| 3Y | +20.0% | +54.6% | -34.6% | -7.4% |
| 5Y | +284.8% | -16.7% | +301.5% | +279.6% |
| 10Y | +364.2% | +320.1% | +44.1% | +166.6% |
| All | +364.2% | +320.1% | +44.1% | +166.6% |
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