-21.9%
CLX vs ELF
-17.5%
-4.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -9.2% | +5.4% | -14.6% | -9.8% |
| 30D | -11.0% | +27.0% | -38.0% | -13.6% |
| 3M | +5.0% | +113.2% | -108.2% | -3.7% |
| 6M | -18.8% | +36.6% | -55.4% | -23.0% |
| YTD | -4.4% | +44.2% | -48.6% | -9.8% |
| 1Y | -21.9% | -18.0% | -3.9% | -25.2% |
| All | -21.9% | -17.5% | -4.3% | -25.2% |
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