+338.7%
ELF vs CRL
+358.0%
-19.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +4.3% | +5.0% | -0.8% | +2.4% |
| 30D | +7.7% | +13.5% | -5.8% | +2.0% |
| 3M | +24.7% | +21.5% | +3.2% | +14.8% |
| 6M | +114.6% | +103.4% | +11.2% | +59.8% |
| YTD | +55.8% | +71.8% | -16.0% | +22.5% |
| 1Y | +51.9% | +97.5% | -45.6% | +13.0% |
| 3Y | +24.6% | +99.2% | -74.7% | -13.3% |
| 5Y | +279.2% | -12.1% | +291.3% | +264.4% |
| 10Y | +338.7% | +359.2% | -20.4% | +123.4% |
| All | +338.7% | +358.0% | -19.3% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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