-3.9%
ELF vs CP
+35.2%
-39.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.4% |
| 7D | -1.5% | +5.6% | -7.1% | -3.9% |
| 30D | +9.5% | +10.0% | -0.5% | +4.9% |
| 3M | +29.4% | +4.4% | +25.0% | +26.7% |
| 6M | +83.7% | +14.1% | +69.7% | +69.1% |
| YTD | +49.4% | +29.1% | +20.4% | +21.9% |
| 1Y | -3.9% | +34.6% | -38.5% | -31.0% |
| All | -3.9% | +35.2% | -39.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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