+8.3%
CLX vs ELF
+383.9%
-375.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.5% | 0.0% |
| 7D | +13.6% | +4.0% | +9.6% | +13.3% |
| 30D | +23.4% | +10.6% | +12.8% | +22.7% |
| 3M | -2.8% | +25.8% | -28.7% | -4.1% |
| 6M | +14.0% | +89.1% | -75.1% | +10.0% |
| YTD | +4.2% | +52.7% | -48.6% | +1.3% |
| 1Y | -1.2% | +51.7% | -52.9% | -3.9% |
| 3Y | -12.7% | +14.2% | -26.9% | -16.1% |
| 5Y | -26.5% | +270.7% | -297.2% | -32.8% |
| 10Y | +20.2% | +341.9% | -321.7% | +8.4% |
| All | +8.3% | +383.9% | -375.6% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling