-47.8%
CLF vs ELF
+259.0%
-306.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | +7.6% | +5.4% | +2.2% | +6.6% |
| 30D | -1.2% | +27.0% | -28.2% | -5.4% |
| 3M | -13.4% | +113.2% | -126.6% | -24.9% |
| 6M | +15.4% | +36.6% | -21.2% | +7.8% |
| YTD | -5.9% | +44.2% | -50.1% | -13.2% |
| 1Y | +18.8% | -18.0% | +36.8% | +19.1% |
| 3Y | -19.4% | -19.9% | +0.5% | -27.6% |
| All | -47.8% | +259.0% | -306.8% | -74.8% |
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 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