+21.3%
ELF vs CLBK
+54.0%
-32.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.5% | +4.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | +9.1% | +3.4% | +5.7% | +7.7% |
| 3M | +28.2% | -4.3% | +32.4% | +30.0% |
| 6M | +119.5% | +28.4% | +91.2% | +97.9% |
| YTD | +55.2% | +59.4% | -4.3% | +27.8% |
| 1Y | +58.6% | +64.8% | -6.2% | +28.9% |
| 3Y | +21.3% | +50.6% | -29.3% | -2.3% |
| All | +21.3% | +54.0% | -32.7% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling