+273.0%
ELF vs CRL
-12.1%
+285.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +9.1% | +11.9% | -2.8% | +4.7% |
| 3M | +28.2% | +20.2% | +8.0% | +20.0% |
| 6M | +119.5% | +107.5% | +12.0% | +70.3% |
| YTD | +55.2% | +69.4% | -14.3% | +27.6% |
| 1Y | +58.6% | +99.7% | -41.1% | +23.5% |
| 3Y | +21.3% | +98.8% | -77.5% | -9.3% |
| All | +273.0% | -12.1% | +285.1% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling