-3.9%
ELF vs CNI
+37.5%
-41.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.1% |
| 7D | -1.5% | +3.7% | -5.3% | -2.9% |
| 30D | +9.5% | +8.1% | +1.4% | +6.3% |
| 3M | +29.4% | +1.9% | +27.5% | +28.3% |
| 6M | +83.7% | +19.2% | +64.5% | +67.0% |
| YTD | +49.4% | +32.7% | +16.7% | +23.5% |
| 1Y | -3.9% | +37.0% | -40.9% | -25.5% |
| All | -3.9% | +37.5% | -41.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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