+80.1%
CLF vs ELF
+354.8%
-274.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +6.4% |
| 7D | -14.1% | +7.8% | -21.9% | -15.4% |
| 30D | -5.5% | +9.3% | -14.8% | -7.4% |
| 3M | 0.0% | +21.2% | -21.2% | -4.4% |
| 6M | +11.3% | +96.1% | -84.9% | -5.4% |
| YTD | -7.7% | +57.0% | -64.6% | -18.5% |
| 1Y | +17.5% | +61.9% | -44.3% | +2.8% |
| 3Y | -25.4% | +20.0% | -45.4% | -38.9% |
| 5Y | -46.0% | +284.8% | -330.7% | -69.9% |
| 10Y | +80.1% | +364.2% | -284.1% | -17.6% |
| All | +80.1% | +354.8% | -274.8% | -17.6% |
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