+14.2%
ELF vs CG
+47.3%
-33.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | +4.0% | -1.2% | +5.2% | +4.4% |
| 30D | +10.6% | +5.0% | +5.6% | +7.9% |
| 3M | +25.8% | -18.2% | +44.0% | +36.8% |
| 6M | +89.1% | -20.7% | +109.8% | +107.6% |
| YTD | +52.7% | -31.4% | +84.2% | +77.3% |
| 1Y | +51.7% | -22.3% | +74.0% | +65.8% |
| 3Y | +14.2% | +50.2% | -35.9% | -14.7% |
| All | +14.2% | +47.3% | -33.1% | -14.7% |
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