+1,751.5%
CLS vs ELF
+354.8%
+1,396.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +7.2% |
| 7D | -10.6% | +7.8% | -18.4% | -12.0% |
| 30D | -38.4% | +9.3% | -47.7% | -39.7% |
| 3M | -29.9% | +21.2% | -51.0% | -33.2% |
| 6M | -40.6% | +96.1% | -136.7% | -50.2% |
| YTD | -24.6% | +57.0% | -81.5% | -34.5% |
| 1Y | -30.8% | +61.9% | -92.6% | -40.3% |
| 3Y | +811.7% | +20.0% | +791.7% | +678.5% |
| 5Y | +1,838.4% | +284.8% | +1,553.7% | +1,111.4% |
| 10Y | +1,751.5% | +364.2% | +1,387.3% | +895.4% |
| All | +1,751.5% | +354.8% | +1,396.7% | +895.4% |
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