-12.7%
CLX vs ELF
+18.9%
-31.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.5% | -0.1% |
| 7D | +13.6% | +4.0% | +9.6% | +13.3% |
| 30D | +23.4% | +10.6% | +12.8% | +22.5% |
| 3M | -2.8% | +25.8% | -28.7% | -4.4% |
| 6M | +14.0% | +89.1% | -75.1% | +9.2% |
| YTD | +4.2% | +52.7% | -48.6% | +0.6% |
| 1Y | -1.2% | +51.7% | -52.9% | -4.6% |
| 3Y | -12.7% | +14.2% | -26.9% | -21.9% |
| All | -12.7% | +18.9% | -31.6% | -21.9% |
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