+702.3%
CLF vs ELV
+2,444.2%
-1,741.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.7% |
| 7D | +7.6% | +3.3% | +4.3% | +5.8% |
| 30D | -1.2% | +4.2% | -5.3% | -3.4% |
| 3M | -13.4% | -0.1% | -13.3% | -14.5% |
| 6M | +15.4% | +41.3% | -25.8% | -5.3% |
| YTD | -5.9% | +17.4% | -23.3% | -16.7% |
| 1Y | +18.8% | +35.1% | -16.2% | -1.9% |
| 3Y | -19.4% | -3.2% | -16.2% | -25.9% |
| 5Y | -47.7% | +15.6% | -63.3% | -57.7% |
| 10Y | +130.4% | +276.8% | -146.4% | -9.2% |
| All | +702.3% | +2,444.2% | -1,741.9% | +41.9% |
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 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