+301.7%
ELF vs CPB
-38.9%
+340.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +3.6% |
| 7D | +1.6% | -1.6% | +3.2% | +1.7% |
| 30D | +9.1% | +19.2% | -10.1% | +7.3% |
| 3M | +28.2% | -1.0% | +29.1% | +28.0% |
| 6M | +119.5% | +15.2% | +104.3% | +116.7% |
| YTD | +55.2% | -13.1% | +68.2% | +55.8% |
| 1Y | +58.6% | -22.4% | +81.0% | +60.4% |
| 3Y | +21.3% | -35.3% | +56.6% | +22.9% |
| 5Y | +276.2% | -33.0% | +309.2% | +281.1% |
| All | +301.7% | -38.9% | +340.6% | +339.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling