+313.8%
ELF vs CP
+235.0%
+78.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +5.4% | -2.7% | +8.0% | +6.8% |
| 30D | +27.0% | +0.2% | +26.8% | +26.8% |
| 3M | +113.2% | +2.6% | +110.6% | +109.3% |
| 6M | +36.6% | +6.0% | +30.6% | +31.6% |
| YTD | +44.2% | +24.9% | +19.3% | +26.8% |
| 1Y | -18.0% | +20.1% | -38.1% | -26.1% |
| 3Y | -19.9% | +16.4% | -36.3% | -27.4% |
| 5Y | +257.7% | +31.7% | +226.0% | +199.3% |
| All | +313.8% | +235.0% | +78.8% | +138.3% |
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