+279.2%
ELF vs CG
-17.8%
+297.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.6% |
| 7D | +4.3% | -3.8% | +8.1% | +5.9% |
| 30D | +7.7% | +7.5% | +0.2% | +4.1% |
| 3M | +24.7% | -14.4% | +39.1% | +32.7% |
| 6M | +114.6% | -15.7% | +130.3% | +128.5% |
| YTD | +55.8% | -29.0% | +84.8% | +77.1% |
| 1Y | +51.9% | -22.1% | +74.0% | +65.8% |
| 3Y | +24.6% | +49.1% | -24.6% | -0.5% |
| 5Y | +279.2% | -18.4% | +297.6% | +294.8% |
| All | +279.2% | -17.8% | +297.0% | +294.8% |
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