+73.4%
CL vs ELF
+337.1%
-263.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -2.5% |
| 7D | +1.3% | +4.0% | -2.7% | +1.1% |
| 30D | +11.4% | +10.6% | +0.8% | +10.6% |
| 3M | +4.4% | +25.8% | -21.4% | +2.8% |
| 6M | +10.8% | +89.1% | -78.3% | +6.1% |
| YTD | +25.1% | +52.7% | -27.6% | +20.9% |
| 1Y | +28.0% | +51.7% | -23.8% | +23.6% |
| 3Y | +37.6% | +14.2% | +23.4% | +29.4% |
| 5Y | +39.7% | +270.7% | -231.0% | +14.3% |
| All | +73.4% | +337.1% | -263.7% | +29.5% |
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