+357.2%
ELF vs CPB
-40.9%
+398.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +6.3% | +2.9% | +3.4% | +6.0% |
| 30D | +8.5% | +17.6% | -9.1% | +6.8% |
| 3M | +24.4% | +2.0% | +22.4% | +24.0% |
| 6M | +94.7% | +11.6% | +83.1% | +92.6% |
| YTD | +55.9% | -13.8% | +69.6% | +56.6% |
| 1Y | +48.4% | -21.6% | +70.0% | +50.1% |
| 3Y | +24.6% | -35.8% | +60.4% | +26.5% |
| 5Y | +285.0% | -33.3% | +318.3% | +290.4% |
| 10Y | +357.2% | -39.4% | +396.6% | +382.5% |
| All | +357.2% | -40.9% | +398.1% | +382.5% |
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