-26.9%
CLX vs ELF
+266.1%
-293.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.5% | -0.2% |
| 7D | +13.6% | +4.0% | +9.6% | +13.2% |
| 30D | +23.4% | +10.6% | +12.8% | +22.3% |
| 3M | -2.8% | +25.8% | -28.7% | -4.8% |
| 6M | +14.0% | +89.1% | -75.1% | +8.0% |
| YTD | +4.2% | +52.7% | -48.6% | -0.2% |
| 1Y | -1.2% | +51.7% | -52.9% | -5.3% |
| 3Y | -12.7% | +14.2% | -26.9% | -20.1% |
| All | -26.9% | +266.1% | -293.1% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling