+89.6%
CL vs ELF
+332.6%
-243.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.6% |
| 7D | +3.2% | +1.6% | +1.6% | +3.1% |
| 30D | +8.0% | +9.1% | -1.1% | +7.4% |
| 3M | +7.9% | +28.2% | -20.3% | +6.1% |
| 6M | +14.7% | +119.5% | -104.8% | +8.8% |
| YTD | +29.2% | +55.2% | -26.0% | +24.7% |
| 1Y | +29.5% | +58.6% | -29.1% | +24.8% |
| 3Y | +40.7% | +21.3% | +19.4% | +31.6% |
| 5Y | +43.9% | +276.2% | -232.4% | +17.4% |
| All | +89.6% | +332.6% | -243.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling