+30.0%
CL vs ELF
+259.0%
-228.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -2.2% | +5.4% | -7.5% | -2.4% |
| 30D | -4.8% | +27.0% | -31.8% | -5.6% |
| 3M | +4.9% | +113.2% | -108.3% | +2.2% |
| 6M | -5.7% | +36.6% | -42.3% | -6.9% |
| YTD | +14.4% | +44.2% | -29.8% | +12.6% |
| 1Y | +8.7% | -18.0% | +26.7% | +8.6% |
| 3Y | +30.0% | -19.9% | +49.9% | +27.5% |
| All | +30.0% | +259.0% | -228.9% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling