-33.0%
CLX vs ELF
-17.1%
-15.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -9.2% | +5.4% | -14.6% | -9.6% |
| 30D | -11.0% | +27.0% | -38.0% | -12.6% |
| 3M | +5.0% | +113.2% | -108.2% | -0.3% |
| 6M | -18.8% | +36.6% | -55.4% | -21.1% |
| YTD | -4.4% | +44.2% | -48.6% | -7.5% |
| 1Y | -21.9% | -18.0% | -3.9% | -22.8% |
| All | -33.0% | -17.1% | -15.8% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling