-18.0%
ELF vs CHD
+7.1%
-25.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -2.7% | +8.0% | +6.2% |
| 30D | +27.0% | -4.6% | +31.6% | +28.8% |
| 3M | +113.2% | +5.0% | +108.2% | +109.9% |
| 6M | +36.6% | -3.2% | +39.8% | +37.3% |
| YTD | +44.2% | +18.6% | +25.6% | +37.6% |
| 1Y | -18.0% | +4.8% | -22.8% | -17.9% |
| All | -18.0% | +7.1% | -25.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling