+314.5%
ELF vs CP
+243.7%
+70.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -2.7% | +6.1% | -8.8% | -5.7% |
| 30D | +6.9% | +9.8% | -2.9% | +1.7% |
| 3M | +27.2% | +2.7% | +24.4% | +25.2% |
| 6M | +84.9% | +12.8% | +72.1% | +72.6% |
| YTD | +44.5% | +28.2% | +16.3% | +25.2% |
| 1Y | -6.8% | +34.1% | -40.9% | -20.7% |
| 3Y | +14.2% | +28.9% | -14.6% | -1.5% |
| 5Y | +250.6% | +27.1% | +223.6% | +198.5% |
| 10Y | +318.0% | +264.8% | +53.2% | +128.0% |
| All | +314.5% | +243.7% | +70.9% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling