-23.3%
ELF vs CNI
+21.3%
-44.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -1.2% | +2.5% | -3.7% | -2.5% |
| 30D | +5.9% | -2.5% | +8.4% | +7.4% |
| 3M | +99.5% | +2.7% | +96.8% | +95.1% |
| 6M | +26.5% | +16.9% | +9.6% | +13.7% |
| YTD | +37.2% | +26.3% | +10.8% | +16.3% |
| 1Y | -24.4% | +31.1% | -55.5% | -37.3% |
| 3Y | -23.3% | +21.1% | -44.4% | -36.8% |
| All | -23.3% | +21.3% | -44.6% | -36.8% |
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