+262.0%
ELF vs CG
-21.9%
+283.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -2.3% |
| 7D | +3.4% | -1.5% | +4.9% | +4.0% |
| 30D | +5.0% | +5.7% | -0.7% | +2.2% |
| 3M | +22.6% | -17.9% | +40.5% | +32.8% |
| 6M | +104.0% | -20.2% | +124.2% | +122.5% |
| YTD | +49.3% | -32.0% | +81.3% | +73.0% |
| 1Y | +46.0% | -27.0% | +73.1% | +64.0% |
| 3Y | +19.4% | +42.8% | -23.4% | -2.8% |
| 5Y | +262.0% | -23.4% | +285.5% | +292.4% |
| All | +262.0% | -21.9% | +283.9% | +292.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling