-14.2%
CLF vs ELV
-7.6%
-6.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | -5.0% | -6.1% | +1.2% | -4.4% |
| 6M | +26.6% | +42.8% | -16.2% | +20.7% |
| YTD | -9.0% | +14.4% | -23.3% | -11.1% |
| 1Y | +11.8% | +28.6% | -16.8% | +8.2% |
| All | -14.2% | -7.6% | -6.6% | -18.9% |
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