+2.3%
CLF vs ELAN
+25.6%
-23.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.4% |
| 7D | -3.5% | -5.4% | +1.9% | -1.4% |
| 30D | -1.6% | +4.7% | -6.3% | -3.4% |
| 3M | -12.0% | -3.7% | -8.4% | -11.5% |
| 6M | +30.0% | -1.2% | +31.2% | +28.3% |
| YTD | -9.2% | +2.4% | -11.6% | -10.7% |
| 1Y | +2.3% | +23.4% | -21.1% | -4.3% |
| All | +2.3% | +25.6% | -23.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling