+555.5%
ELF vs CLBK
+61.7%
+493.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.0% | -3.7% |
| 7D | +3.4% | +2.5% | +0.9% | +2.4% |
| 30D | +5.0% | +3.7% | +1.3% | +3.4% |
| 3M | +22.6% | -3.3% | +25.8% | +23.9% |
| 6M | +104.0% | +29.6% | +74.3% | +81.7% |
| YTD | +49.3% | +60.3% | -11.0% | +21.0% |
| 1Y | +46.0% | +63.4% | -17.4% | +17.3% |
| 3Y | +19.4% | +53.8% | -34.4% | -4.3% |
| 5Y | +262.0% | +29.0% | +233.0% | +192.7% |
| All | +555.5% | +61.7% | +493.8% | +410.6% |
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