-3.9%
ELF vs CHD
+30.9%
-34.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.9% |
| 7D | -1.5% | +6.9% | -8.5% | -4.0% |
| 30D | +9.5% | +17.1% | -7.6% | +2.9% |
| 3M | +29.4% | +9.1% | +20.3% | +24.7% |
| 6M | +83.7% | +21.4% | +62.4% | +70.1% |
| YTD | +49.4% | +34.9% | +14.6% | +30.3% |
| 1Y | -3.9% | +31.0% | -35.0% | -15.9% |
| All | -3.9% | +30.9% | -34.9% | -15.9% |
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