+127.6%
CLF vs ELV
+257.3%
-129.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.1% |
| 7D | -2.7% | -2.2% | -0.5% | -1.8% |
| 30D | -3.2% | -0.2% | -3.0% | -3.3% |
| 3M | -5.0% | -6.1% | +1.2% | -3.3% |
| 6M | +26.6% | +42.8% | -16.2% | +6.3% |
| YTD | -9.0% | +14.4% | -23.3% | -17.0% |
| 1Y | +11.8% | +28.6% | -16.8% | -3.1% |
| 3Y | -15.1% | -7.4% | -7.7% | -19.2% |
| 5Y | -48.2% | +14.5% | -62.7% | -57.7% |
| 10Y | +127.6% | +257.4% | -129.8% | -13.5% |
| All | +127.6% | +257.3% | -129.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling