+286.6%
ELF vs CNI
+142.1%
+144.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.3% |
| 7D | +3.4% | +1.0% | +2.3% | +2.7% |
| 30D | +5.0% | +7.5% | -2.5% | +0.6% |
| 3M | +22.6% | +1.7% | +20.9% | +21.1% |
| 6M | +104.0% | +15.4% | +88.5% | +86.2% |
| YTD | +49.3% | +31.5% | +17.8% | +25.2% |
| 1Y | +46.0% | +32.8% | +13.2% | +21.7% |
| 3Y | +19.4% | +21.7% | -2.3% | +4.1% |
| 5Y | +262.0% | +8.7% | +253.3% | +231.7% |
| All | +286.6% | +142.1% | +144.5% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling