+11.5%
CLF vs ELF
-23.1%
+34.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.1% |
| 7D | +6.5% | -1.2% | +7.7% | +6.7% |
| 30D | +0.2% | +5.9% | -5.7% | -0.4% |
| 3M | -3.1% | +99.5% | -102.6% | -11.5% |
| 6M | +25.0% | +26.5% | -1.5% | +22.2% |
| YTD | -7.5% | +37.2% | -44.6% | -10.9% |
| 1Y | +11.5% | -24.4% | +35.9% | +14.0% |
| All | +11.5% | -23.1% | +34.6% | +14.0% |
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