+20.2%
CLF vs ELF
-3.2%
+23.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.9% | -11.1% | -9.4% |
| 7D | -7.9% | -1.5% | -6.3% | -7.8% |
| 30D | +5.2% | +9.5% | -4.3% | +4.2% |
| 3M | +4.3% | +29.4% | -25.1% | +1.3% |
| 6M | +25.3% | +83.7% | -58.5% | +15.8% |
| YTD | -3.3% | +49.4% | -52.7% | -7.6% |
| 1Y | +20.2% | -3.9% | +24.2% | +21.2% |
| All | +20.2% | -3.2% | +23.5% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling