-19.5%
ELF vs CP
+17.1%
-36.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +5.4% | -2.7% | +8.0% | +6.9% |
| 30D | +27.0% | +0.2% | +26.8% | +26.7% |
| 3M | +113.2% | +2.6% | +110.6% | +108.8% |
| 6M | +36.6% | +6.0% | +30.6% | +31.0% |
| YTD | +44.2% | +24.9% | +19.3% | +24.2% |
| 1Y | -18.0% | +20.1% | -38.1% | -27.5% |
| All | -19.5% | +17.1% | -36.6% | -34.5% |
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 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