+3,001.2%
CLS vs ELF
+334.6%
+2,666.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.5% | +6.8% |
| 7D | +12.8% | -1.2% | +13.9% | +12.9% |
| 30D | +3.8% | +5.9% | -2.1% | +2.1% |
| 3M | -14.6% | +99.5% | -114.1% | -28.3% |
| 6M | +32.2% | +26.5% | +5.7% | +22.4% |
| YTD | +11.6% | +37.2% | -25.6% | +0.1% |
| 1Y | +35.1% | -24.4% | +59.5% | +37.3% |
| 3Y | +1,312.5% | -23.3% | +1,335.9% | +1,228.5% |
| 5Y | +3,542.1% | +245.2% | +3,296.9% | +2,240.1% |
| All | +3,001.2% | +334.6% | +2,666.6% | +1,638.9% |
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