+275.1%
ELF vs CG
-22.2%
+297.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.0% |
| 3M | +25.8% | -18.2% | +44.0% | +36.5% |
| 6M | +89.1% | -20.7% | +109.8% | +106.8% |
| YTD | +52.7% | -31.4% | +84.2% | +76.4% |
| 1Y | +51.7% | -22.3% | +74.0% | +65.7% |
| 3Y | +14.2% | +50.2% | -35.9% | -9.0% |
| All | +275.1% | -22.2% | +297.3% | +294.7% |
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 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