+24.6%
ELF vs CG
+51.3%
-26.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.3% |
| 3M | +24.4% | -12.1% | +36.6% | +31.2% |
| 6M | +94.7% | -16.4% | +111.2% | +109.1% |
| YTD | +55.9% | -28.0% | +83.8% | +77.2% |
| 1Y | +48.4% | -18.9% | +67.3% | +59.2% |
| 3Y | +24.6% | +51.2% | -26.6% | -9.4% |
| All | +24.6% | +51.3% | -26.7% | -9.4% |
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