+13.7%
CLF vs ELV
+32.1%
-18.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | +0.2% | +2.0% | -1.7% | 0.0% |
| 3M | -3.1% | -3.5% | +0.4% | -2.6% |
| 6M | +25.0% | +40.2% | -15.2% | +13.5% |
| YTD | -7.5% | +15.8% | -23.3% | -13.9% |
| All | +13.7% | +32.1% | -18.5% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling