+21.8%
ELF vs CRL
+102.5%
-80.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +6.3% | -1.7% | +8.0% | +6.7% |
| 30D | +8.5% | +14.6% | -6.1% | +3.3% |
| 3M | +24.4% | +24.8% | -0.4% | +15.0% |
| 6M | +94.7% | +94.7% | 0.0% | +53.9% |
| YTD | +55.9% | +73.4% | -17.5% | +26.9% |
| 1Y | +48.4% | +104.7% | -56.2% | +14.1% |
| All | +21.8% | +102.5% | -80.7% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling