+364.2%
ELF vs CRL
+400.8%
-36.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +1.0% |
| 7D | +7.8% | +4.4% | +3.5% | +5.9% |
| 30D | +9.3% | +17.1% | -7.8% | +2.3% |
| 3M | +21.2% | +32.1% | -10.9% | +8.0% |
| 6M | +96.1% | +98.9% | -2.8% | +47.6% |
| YTD | +57.0% | +77.1% | -20.2% | +22.0% |
| 1Y | +61.9% | +110.3% | -48.4% | +17.6% |
| 3Y | +20.0% | +108.5% | -88.5% | -18.0% |
| 5Y | +284.8% | -7.9% | +292.6% | +262.4% |
| 10Y | +364.2% | +368.9% | -4.7% | +138.0% |
| All | +364.2% | +400.8% | -36.6% | +138.0% |
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