+364.2%
ELF vs CPB
-39.9%
+404.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +2.9% |
| 7D | +7.8% | +3.3% | +4.6% | +7.5% |
| 30D | +9.3% | +19.0% | -9.7% | +7.4% |
| 3M | +21.2% | +0.4% | +20.7% | +20.9% |
| 6M | +96.1% | +13.0% | +83.1% | +93.8% |
| YTD | +57.0% | -12.7% | +69.7% | +57.6% |
| 1Y | +61.9% | -20.9% | +82.7% | +63.5% |
| 3Y | +20.0% | -35.4% | +55.4% | +21.7% |
| 5Y | +284.8% | -32.3% | +317.0% | +289.6% |
| 10Y | +364.2% | -40.5% | +404.8% | +394.2% |
| All | +364.2% | -39.9% | +404.2% | +394.2% |
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