-19.5%
ELF vs CPB
-40.0%
+20.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.5% |
| 7D | +5.4% | -8.6% | +13.9% | +6.4% |
| 30D | +27.0% | -7.2% | +34.2% | +28.0% |
| 3M | +113.2% | +0.9% | +112.3% | +113.2% |
| 6M | +36.6% | -11.8% | +48.4% | +37.4% |
| YTD | +44.2% | -19.4% | +63.6% | +45.1% |
| 1Y | -18.0% | -30.4% | +12.4% | -17.0% |
| All | -19.5% | -40.0% | +20.5% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling