+314.5%
ELF vs CG
+289.7%
+24.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -0.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | +6.9% | +2.8% | +4.1% | +5.2% |
| 3M | +27.2% | -19.2% | +46.4% | +39.2% |
| 6M | +84.9% | -21.0% | +105.8% | +103.3% |
| YTD | +44.5% | -31.0% | +75.4% | +67.4% |
| 1Y | -6.8% | -21.1% | +14.3% | +1.3% |
| 3Y | +14.2% | +48.8% | -34.5% | -10.4% |
| 5Y | +250.6% | -21.5% | +272.2% | +255.5% |
| 10Y | +318.0% | +298.1% | +19.9% | +121.6% |
| All | +314.5% | +289.7% | +24.9% | +121.9% |
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