-3.9%
ELF vs CPB
-18.4%
+14.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +0.7% |
| 7D | -1.5% | +13.0% | -14.5% | -4.1% |
| 30D | +9.5% | +20.5% | -11.0% | +5.1% |
| 3M | +29.4% | +2.2% | +27.2% | +28.2% |
| 6M | +83.7% | +15.4% | +68.3% | +79.4% |
| YTD | +49.4% | -12.3% | +61.8% | +42.3% |
| 1Y | -3.9% | -18.0% | +14.0% | -10.3% |
| All | -3.9% | -18.4% | +14.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling