+313.8%
ELF vs CG
+358.0%
-44.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +5.4% | -4.3% | +9.7% | +7.4% |
| 30D | +27.0% | -5.1% | +32.1% | +29.5% |
| 3M | +113.2% | +8.7% | +104.5% | +103.7% |
| 6M | +36.6% | -9.2% | +45.8% | +41.1% |
| YTD | +44.2% | -18.9% | +63.1% | +55.8% |
| 1Y | -18.0% | -25.6% | +7.7% | -8.4% |
| 3Y | -19.9% | +57.3% | -77.2% | -38.6% |
| 5Y | +257.7% | +10.2% | +247.5% | +209.1% |
| All | +313.8% | +358.0% | -44.2% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling