+2,029.3%
CLS vs ELF
+316.3%
+1,713.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.2% | +8.7% | +5.5% |
| 7D | +23.5% | +3.4% | +20.2% | +22.5% |
| 30D | -28.9% | +5.0% | -33.9% | -29.8% |
| 3M | -25.2% | +22.6% | -47.7% | -28.9% |
| 6M | -32.1% | +104.0% | -136.1% | -43.6% |
| YTD | -14.1% | +49.3% | -63.4% | -24.6% |
| 1Y | -24.1% | +46.0% | -70.1% | -33.0% |
| 3Y | +897.0% | +19.4% | +877.6% | +751.8% |
| 5Y | +2,089.9% | +262.0% | +1,827.9% | +1,281.9% |
| All | +2,029.3% | +316.3% | +1,713.0% | +1,088.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling