+338.7%
ELF vs CPB
-40.1%
+378.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +4.3% | -4.1% | +8.3% | +4.6% |
| 30D | +7.7% | +16.9% | -9.2% | +6.1% |
| 3M | +24.7% | -0.6% | +25.3% | +24.5% |
| 6M | +114.6% | +11.4% | +103.3% | +112.4% |
| YTD | +55.8% | -14.8% | +70.6% | +56.8% |
| 1Y | +51.9% | -24.8% | +76.7% | +54.1% |
| 3Y | +24.6% | -36.6% | +61.2% | +26.6% |
| 5Y | +279.2% | -33.3% | +312.5% | +284.7% |
| 10Y | +338.7% | -40.4% | +379.1% | +361.1% |
| All | +338.7% | -40.1% | +378.9% | +361.1% |
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