+21.3%
ELF vs CNI
+21.4%
-0.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +1.6% | +2.5% | -0.9% | +0.2% |
| 30D | +9.1% | +6.1% | +3.0% | +5.3% |
| 3M | +28.2% | +0.1% | +28.0% | +27.8% |
| 6M | +119.5% | +14.9% | +104.6% | +99.8% |
| YTD | +55.2% | +30.9% | +24.3% | +28.2% |
| 1Y | +58.6% | +33.9% | +24.7% | +28.8% |
| 3Y | +21.3% | +20.2% | +1.1% | +2.4% |
| All | +21.3% | +21.4% | -0.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling