-47.0%
CLF vs ELV
+14.2%
-61.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | +0.2% | +2.0% | -1.7% | -0.2% |
| 3M | -3.1% | -3.5% | +0.4% | -2.7% |
| 6M | +25.0% | +40.2% | -15.2% | +14.2% |
| YTD | -7.5% | +15.8% | -23.3% | -12.1% |
| 1Y | +11.5% | +33.2% | -21.6% | +2.5% |
| 3Y | -13.7% | -6.2% | -7.5% | -16.9% |
| 5Y | -47.0% | +16.4% | -63.4% | -55.1% |
| All | -47.0% | +14.2% | -61.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling