+15.5%
CLX vs ELF
+393.8%
-378.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +13.6% | +6.3% | +7.4% | +13.3% |
| 30D | +29.1% | +8.5% | +20.6% | +28.5% |
| 3M | +1.6% | +24.4% | -22.8% | +0.4% |
| 6M | +18.7% | +94.7% | -76.0% | +14.4% |
| YTD | +11.1% | +55.9% | -44.8% | +8.0% |
| 1Y | +7.0% | +48.4% | -41.4% | +4.1% |
| 3Y | -10.0% | +24.6% | -34.6% | -13.8% |
| 5Y | -22.6% | +285.0% | -307.7% | -29.4% |
| 10Y | +29.3% | +357.2% | -327.9% | +16.4% |
| All | +15.5% | +393.8% | -378.3% | +4.1% |
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