+502.3%
ELF vs CLBK
+66.9%
+435.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +5.9% | +7.8% | -1.9% | +2.4% |
| 3M | +99.5% | +23.9% | +75.7% | +82.0% |
| 6M | +26.5% | +42.3% | -15.8% | +8.5% |
| YTD | +37.2% | +65.4% | -28.2% | +10.0% |
| 1Y | -24.4% | +70.3% | -94.7% | -40.2% |
| 3Y | -23.3% | +54.5% | -77.8% | -38.6% |
| 5Y | +245.2% | +43.1% | +202.1% | +163.1% |
| All | +502.3% | +66.9% | +435.4% | +364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling