+21.3%
ELF vs CG
+46.4%
-25.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.5% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +9.1% | +11.2% | -2.1% | +3.8% |
| 3M | +28.2% | -22.1% | +50.3% | +42.8% |
| 6M | +119.5% | -17.9% | +137.5% | +137.3% |
| YTD | +55.2% | -31.3% | +86.5% | +80.2% |
| 1Y | +58.6% | -24.0% | +82.6% | +75.3% |
| 3Y | +21.3% | +45.0% | -23.7% | -11.5% |
| All | +21.3% | +46.4% | -25.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling