+111.9%
CLF vs ELF
+357.0%
-245.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.3% |
| 7D | +7.6% | +5.4% | +2.2% | +6.4% |
| 30D | -1.2% | +27.0% | -28.2% | -6.4% |
| 3M | -13.4% | +113.2% | -126.6% | -27.2% |
| 6M | +15.4% | +36.6% | -21.2% | +5.9% |
| YTD | -5.9% | +44.2% | -50.1% | -15.0% |
| 1Y | +18.8% | -18.0% | +36.8% | +18.6% |
| 3Y | -19.4% | -19.9% | +0.5% | -27.2% |
| 5Y | -47.7% | +257.7% | -305.4% | -70.0% |
| All | +111.9% | +357.0% | -245.1% | -2.9% |
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