-41.8%
CLF vs ELF
+272.3%
-314.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -3.9% |
| 7D | +10.4% | +1.6% | +8.8% | +10.1% |
| 30D | +0.6% | +9.1% | -8.6% | -1.0% |
| 3M | +4.1% | +28.2% | -24.1% | -0.4% |
| 6M | +15.1% | +119.5% | -104.4% | -0.4% |
| YTD | -4.7% | +55.2% | -59.9% | -13.2% |
| 1Y | +20.4% | +58.6% | -38.2% | +9.1% |
| 3Y | -23.4% | +21.3% | -44.7% | -36.5% |
| All | -41.8% | +272.3% | -314.1% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling