+48.4%
ELF vs CPB
-21.8%
+70.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.3% | +2.9% | +3.4% | +5.5% |
| 30D | +8.5% | +17.6% | -9.1% | +4.3% |
| 3M | +24.4% | +2.0% | +22.4% | +23.3% |
| 6M | +94.7% | +11.6% | +83.1% | +90.3% |
| YTD | +55.9% | -13.8% | +69.6% | +50.7% |
| 1Y | +48.4% | -21.6% | +70.0% | +41.3% |
| All | +48.4% | -21.8% | +70.2% | +41.3% |
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