+341.4%
ELF vs CPB
-37.5%
+379.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.8% |
| 7D | +4.0% | +8.0% | -4.0% | +3.2% |
| 30D | +10.6% | +22.4% | -11.8% | +8.4% |
| 3M | +25.8% | +3.8% | +22.0% | +25.2% |
| 6M | +89.1% | +13.7% | +75.4% | +86.6% |
| YTD | +52.7% | -11.7% | +64.4% | +53.2% |
| 1Y | +51.7% | -18.1% | +69.9% | +52.9% |
| 3Y | +14.2% | -34.7% | +49.0% | +15.8% |
| 5Y | +270.7% | -30.6% | +301.3% | +274.8% |
| All | +341.4% | -37.5% | +379.0% | +364.4% |
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