+28.5%
CLS vs ELF
-31.2%
+59.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.9% |
| 7D | +5.0% | -10.8% | +15.8% | +6.5% |
| 30D | +4.8% | +0.8% | +4.0% | +4.3% |
| 3M | -10.4% | +64.8% | -75.2% | -18.1% |
| 6M | +20.8% | +19.0% | +1.8% | +16.8% |
| YTD | +10.0% | +25.9% | -15.9% | +2.4% |
| 1Y | +28.5% | -28.8% | +57.3% | +38.5% |
| All | +28.5% | -31.2% | +59.7% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling