+570.6%
ELF vs CLBK
+59.4%
+511.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.3% |
| 7D | +4.0% | +0.6% | +3.4% | +3.7% |
| 30D | +10.6% | +2.9% | +7.7% | +9.2% |
| 3M | +25.8% | +3.0% | +22.9% | +23.7% |
| 6M | +89.1% | +27.3% | +61.8% | +69.7% |
| YTD | +52.7% | +58.0% | -5.3% | +24.5% |
| 1Y | +51.7% | +62.4% | -10.6% | +22.2% |
| 3Y | +14.2% | +46.9% | -32.7% | -6.7% |
| 5Y | +270.7% | +25.3% | +245.4% | +204.3% |
| All | +570.6% | +59.4% | +511.1% | +425.3% |
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