+69.9%
CL vs ELF
+393.8%
-323.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.6% | +6.3% | -3.7% | +2.2% |
| 30D | +11.8% | +8.5% | +3.3% | +11.2% |
| 3M | +5.9% | +24.4% | -18.5% | +4.3% |
| 6M | +13.3% | +94.7% | -81.4% | +8.3% |
| YTD | +27.1% | +55.9% | -28.7% | +22.7% |
| 1Y | +28.0% | +48.4% | -20.4% | +23.9% |
| 3Y | +39.4% | +24.6% | +14.8% | +30.2% |
| 5Y | +40.8% | +285.0% | -244.3% | +14.9% |
| 10Y | +84.9% | +357.2% | -272.3% | +38.0% |
| All | +69.9% | +393.8% | -323.9% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling