+2.2%
CLF vs ELAN
-29.1%
+31.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.0% |
| 7D | -3.7% | -6.4% | +2.7% | -1.0% |
| 30D | -4.7% | +0.6% | -5.2% | -5.1% |
| 3M | -4.7% | 0.0% | -4.6% | -5.4% |
| 6M | +24.0% | -3.4% | +27.4% | +23.7% |
| YTD | -10.9% | +1.0% | -11.9% | -12.8% |
| 1Y | +4.0% | +24.7% | -20.7% | -7.1% |
| 3Y | -16.9% | +97.2% | -114.2% | -45.4% |
| 5Y | -49.3% | -31.5% | -17.8% | -43.2% |
| All | +2.2% | -29.1% | +31.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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