-4.3%
CLX vs ELF
+317.0%
-321.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.9% |
| 7D | -4.9% | -6.8% | +1.8% | -4.6% |
| 30D | -15.8% | +5.1% | -20.9% | -16.1% |
| 3M | -7.9% | +79.8% | -87.7% | -10.8% |
| 6M | -19.0% | +29.7% | -48.8% | -20.4% |
| YTD | -7.9% | +31.6% | -39.6% | -9.7% |
| 1Y | -25.4% | -27.9% | +2.5% | -25.3% |
| 3Y | -35.0% | -26.4% | -8.6% | -36.3% |
| 5Y | -36.8% | +235.6% | -272.4% | -41.8% |
| All | -4.3% | +317.0% | -321.3% | -12.9% |
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