+533.2%
ELF vs CLBK
+67.9%
+465.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +1.2% | +4.1% | +4.8% |
| 30D | +27.0% | +9.1% | +17.8% | +22.1% |
| 3M | +113.2% | +27.7% | +85.5% | +92.0% |
| 6M | +36.6% | +40.8% | -4.3% | +17.6% |
| YTD | +44.2% | +66.4% | -22.2% | +15.3% |
| 1Y | -18.0% | +72.4% | -90.4% | -35.5% |
| 3Y | -19.9% | +50.7% | -70.6% | -35.1% |
| 5Y | +257.7% | +42.9% | +214.8% | +173.2% |
| All | +533.2% | +67.9% | +465.3% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling