+80.4%
CLF vs ELF
+316.3%
-235.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.3% |
| 7D | +16.0% | +3.4% | +12.6% | +15.1% |
| 30D | +1.6% | +5.0% | -3.3% | +0.4% |
| 3M | +6.7% | +22.6% | -15.9% | +1.7% |
| 6M | +21.1% | +104.0% | -82.8% | +2.2% |
| YTD | -1.6% | +49.3% | -50.9% | -12.1% |
| 1Y | +18.5% | +46.0% | -27.5% | +6.1% |
| 3Y | -21.0% | +19.4% | -40.4% | -35.4% |
| 5Y | -41.4% | +262.0% | -303.4% | -66.9% |
| All | +80.4% | +316.3% | -235.9% | -18.8% |
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