+338.7%
ELF vs CP
+251.7%
+87.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.3% | -0.7% | +4.9% | +4.6% |
| 30D | +7.7% | +9.6% | -1.9% | +2.6% |
| 3M | +24.7% | +2.2% | +22.5% | +23.0% |
| 6M | +114.6% | +11.1% | +103.5% | +101.8% |
| YTD | +55.8% | +28.2% | +27.6% | +35.0% |
| 1Y | +51.9% | +32.2% | +19.8% | +29.6% |
| 3Y | +24.6% | +35.5% | -10.9% | +4.7% |
| 5Y | +279.2% | +26.8% | +252.4% | +223.2% |
| 10Y | +338.7% | +256.9% | +81.8% | +163.2% |
| All | +338.7% | +251.7% | +87.0% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling