+99.7%
CLF vs ELF
+337.1%
-237.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.5% |
| 7D | -19.6% | +4.0% | -23.6% | -20.2% |
| 30D | -5.0% | +10.6% | -15.6% | -7.1% |
| 3M | -6.3% | +25.8% | -32.1% | -11.2% |
| 6M | +2.8% | +89.1% | -86.3% | -11.9% |
| YTD | -13.7% | +52.7% | -66.4% | -23.3% |
| 1Y | +13.6% | +51.7% | -38.2% | +0.8% |
| 3Y | -34.0% | +14.2% | -48.2% | -45.2% |
| 5Y | -48.7% | +270.7% | -319.4% | -71.0% |
| All | +99.7% | +337.1% | -237.4% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling