+9.3%
CLF vs ELAN
-17.0%
+26.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +10.4% | +4.0% | +6.3% | +8.6% |
| 30D | +0.6% | +18.8% | -18.2% | -6.5% |
| 3M | +4.1% | +19.0% | -14.9% | -3.5% |
| 6M | +15.1% | +22.8% | -7.7% | +4.6% |
| YTD | -4.7% | +18.3% | -23.1% | -12.9% |
| 1Y | +20.4% | +21.8% | -1.4% | +8.5% |
| 3Y | -23.4% | +153.8% | -177.2% | -54.4% |
| 5Y | -43.3% | -18.9% | -24.4% | -40.9% |
| All | +9.3% | -17.0% | +26.3% | -5.1% |
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