+39.4%
CL vs ELF
+19.7%
+19.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.6% | +6.3% | -3.7% | +2.5% |
| 30D | +11.8% | +8.5% | +3.3% | +11.6% |
| 3M | +5.9% | +24.4% | -18.5% | +5.5% |
| 6M | +13.3% | +94.7% | -81.4% | +11.9% |
| YTD | +27.1% | +55.9% | -28.7% | +25.9% |
| 1Y | +28.0% | +48.4% | -20.4% | +26.9% |
| 3Y | +39.4% | +24.6% | +14.8% | +37.8% |
| All | +39.4% | +19.7% | +19.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling