-48.2%
CLF vs ELAN
-29.8%
-18.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.1% |
| 7D | -2.7% | -4.6% | +1.9% | -1.2% |
| 30D | -3.2% | +5.7% | -8.9% | -5.1% |
| 3M | -5.0% | -3.9% | -1.1% | -4.3% |
| 6M | +26.6% | -1.6% | +28.2% | +25.8% |
| YTD | -9.0% | +4.1% | -13.0% | -11.1% |
| 1Y | +11.8% | +25.5% | -13.7% | +2.6% |
| 3Y | -15.1% | +103.2% | -118.3% | -38.0% |
| All | -48.2% | -29.8% | -18.4% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling