-25.4%
CLF vs ELV
-3.3%
-22.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.7% | +7.1% |
| 7D | -14.1% | +1.1% | -15.2% | -14.2% |
| 30D | -5.5% | +1.3% | -6.9% | -5.8% |
| 3M | 0.0% | +6.6% | -6.6% | -0.7% |
| 6M | +11.3% | +11.6% | -0.3% | +9.5% |
| YTD | -7.7% | +21.1% | -28.7% | -10.4% |
| 1Y | +17.5% | +34.2% | -16.7% | +12.3% |
| 3Y | -25.4% | -2.9% | -22.5% | -29.9% |
| All | -25.4% | -3.3% | -22.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling