+2,835.6%
CLS vs ELF
+357.0%
+2,478.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | +4.6% | +5.4% | -0.8% | +3.3% |
| 30D | -13.9% | +27.0% | -40.9% | -19.0% |
| 3M | -26.6% | +113.2% | -139.8% | -39.1% |
| 6M | +15.4% | +36.6% | -21.2% | +5.0% |
| YTD | +5.7% | +44.2% | -38.6% | -6.2% |
| 1Y | +41.1% | -18.0% | +59.1% | +40.8% |
| 3Y | +1,228.6% | -19.9% | +1,248.5% | +1,138.1% |
| 5Y | +3,240.6% | +257.7% | +2,982.9% | +2,030.2% |
| All | +2,835.6% | +357.0% | +2,478.7% | +1,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling