+118.0%
CLF vs ELF
+393.8%
-275.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | -9.1% | +6.3% | -15.3% | -10.2% |
| 30D | -0.9% | +8.5% | -9.4% | -2.7% |
| 3M | +3.0% | +24.4% | -21.5% | -2.1% |
| 6M | +16.7% | +94.7% | -78.0% | -0.5% |
| YTD | -3.2% | +55.9% | -59.0% | -14.2% |
| 1Y | +24.6% | +48.4% | -23.8% | +11.4% |
| 3Y | -22.3% | +24.6% | -46.9% | -36.7% |
| 5Y | -41.2% | +285.0% | -326.2% | -66.9% |
| 10Y | +83.5% | +357.2% | -273.7% | -16.9% |
| All | +118.0% | +393.8% | -275.8% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling