+341.4%
ELF vs CP
+253.8%
+87.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | +4.0% | +2.8% | +1.2% | +2.4% |
| 30D | +10.6% | +10.2% | +0.4% | +5.0% |
| 3M | +25.8% | +2.4% | +23.5% | +24.1% |
| 6M | +89.1% | +7.7% | +81.4% | +80.7% |
| YTD | +52.7% | +26.0% | +26.7% | +33.5% |
| 1Y | +51.7% | +34.6% | +17.1% | +28.1% |
| 3Y | +14.2% | +26.7% | -12.5% | -0.7% |
| 5Y | +270.7% | +24.9% | +245.8% | +218.4% |
| All | +341.4% | +253.8% | +87.6% | +174.5% |
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