+1,842.5%
CLS vs ELF
+383.9%
+1,458.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.8% |
| 7D | -22.2% | +4.0% | -26.1% | -22.8% |
| 30D | -44.4% | +10.6% | -55.0% | -45.7% |
| 3M | -34.3% | +25.8% | -60.1% | -38.0% |
| 6M | -50.1% | +89.1% | -139.1% | -57.7% |
| YTD | -30.1% | +52.7% | -82.8% | -38.9% |
| 1Y | -39.3% | +51.7% | -91.1% | -46.8% |
| 3Y | +732.7% | +14.2% | +718.5% | +618.9% |
| 5Y | +1,777.2% | +270.7% | +1,506.5% | +1,084.7% |
| 10Y | +1,645.6% | +341.9% | +1,303.7% | +853.2% |
| All | +1,842.5% | +383.9% | +1,458.6% | +961.3% |
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