+357.2%
ELF vs CRL
+353.6%
+3.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | +6.3% | -1.7% | +8.0% | +6.8% |
| 30D | +8.5% | +14.6% | -6.1% | +2.4% |
| 3M | +24.4% | +24.8% | -0.4% | +13.4% |
| 6M | +94.7% | +94.7% | 0.0% | +47.8% |
| YTD | +55.9% | +73.4% | -17.5% | +22.2% |
| 1Y | +48.4% | +104.7% | -56.2% | +8.9% |
| 3Y | +24.6% | +101.1% | -76.4% | -13.6% |
| 5Y | +285.0% | -10.8% | +295.8% | +267.5% |
| 10Y | +357.2% | +358.8% | -1.6% | +136.3% |
| All | +357.2% | +353.6% | +3.6% | +136.3% |
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