+84.1%
CL vs ELF
+335.0%
-250.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.8% | +4.3% | -5.0% | -1.0% |
| 30D | +9.5% | +7.7% | +1.8% | +9.0% |
| 3M | +6.8% | +24.7% | -17.9% | +5.2% |
| 6M | +14.3% | +114.6% | -100.4% | +8.6% |
| YTD | +27.0% | +55.8% | -28.8% | +22.6% |
| 1Y | +26.3% | +51.9% | -25.7% | +22.0% |
| 3Y | +39.3% | +24.6% | +14.7% | +30.0% |
| 5Y | +41.5% | +279.2% | -237.7% | +15.6% |
| 10Y | +84.1% | +338.7% | -254.6% | +38.0% |
| All | +84.1% | +335.0% | -250.9% | +38.0% |
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