+314.5%
ELF vs CPB
-40.4%
+354.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.1% | -3.4% |
| 7D | -2.7% | +11.6% | -14.3% | -3.8% |
| 30D | +6.9% | +23.3% | -16.4% | +4.7% |
| 3M | +27.2% | +1.6% | +25.5% | +26.7% |
| 6M | +84.9% | +13.9% | +70.9% | +82.5% |
| YTD | +44.5% | -11.7% | +56.1% | +44.9% |
| 1Y | -6.8% | -18.2% | +11.5% | -6.0% |
| 3Y | +14.2% | -35.2% | +49.4% | +15.9% |
| 5Y | +250.6% | -30.5% | +281.2% | +254.6% |
| 10Y | +318.0% | -37.1% | +355.1% | +327.7% |
| All | +314.5% | -40.4% | +354.9% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling