+51.7%
ELF vs CPB
-19.1%
+70.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.0% |
| 7D | +4.0% | +8.0% | -4.0% | +2.3% |
| 30D | +10.6% | +22.4% | -11.8% | +5.8% |
| 3M | +25.8% | +2.5% | +23.3% | +24.7% |
| 6M | +89.1% | +12.2% | +76.8% | +84.9% |
| YTD | +52.7% | -12.8% | +65.5% | +46.7% |
| 1Y | +51.7% | -19.2% | +70.9% | +43.3% |
| All | +51.7% | -19.1% | +70.8% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling