+8.0%
ELF vs CP
+28.7%
-20.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | -2.7% | +6.1% | -8.8% | -5.9% |
| 30D | +6.9% | +9.8% | -2.9% | +1.3% |
| 3M | +27.2% | +2.7% | +24.4% | +25.0% |
| 6M | +84.9% | +12.8% | +72.1% | +70.8% |
| YTD | +44.5% | +28.2% | +16.3% | +21.8% |
| 1Y | -6.8% | +34.1% | -40.9% | -23.3% |
| All | +8.0% | +28.7% | -20.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling