+686.9%
CLF vs ELV
+2,522.7%
-1,835.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.7% | +7.8% |
| 7D | -14.1% | +1.1% | -15.2% | -14.9% |
| 30D | -5.5% | +1.3% | -6.9% | -6.8% |
| 3M | 0.0% | +6.6% | -6.6% | -4.2% |
| 6M | +11.3% | +11.6% | -0.3% | +2.5% |
| YTD | -7.7% | +21.1% | -28.7% | -20.3% |
| 1Y | +17.5% | +34.2% | -16.7% | -3.9% |
| 3Y | -25.4% | -2.9% | -22.5% | -31.9% |
| 5Y | -46.0% | +4.6% | -50.6% | -53.9% |
| 10Y | +80.1% | +272.8% | -192.8% | -29.2% |
| All | +686.9% | +2,522.7% | -1,835.8% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling