+2.8%
CLF vs ELF
+89.8%
-87.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.8% |
| 7D | -19.6% | +4.0% | -23.6% | -19.5% |
| 30D | -5.0% | +10.6% | -15.6% | -4.7% |
| 3M | -6.3% | +25.8% | -32.1% | -4.9% |
| 6M | +2.8% | +89.1% | -86.3% | +9.3% |
| All | +2.8% | +89.8% | -87.1% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling