+14.2%
ELF vs CPB
-36.0%
+50.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.9% |
| 7D | +4.0% | +8.0% | -4.0% | +3.0% |
| 30D | +10.6% | +22.4% | -11.8% | +7.8% |
| 3M | +25.8% | +2.5% | +23.3% | +25.1% |
| 6M | +89.1% | +12.2% | +76.8% | +86.6% |
| YTD | +52.7% | -12.8% | +65.5% | +51.5% |
| 1Y | +51.7% | -19.2% | +70.9% | +50.7% |
| 3Y | +14.2% | -35.6% | +49.8% | +9.5% |
| All | +14.2% | -36.0% | +50.2% | +9.5% |
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