+313.8%
ELF vs CRL
+251.0%
+62.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.7% |
| 7D | +5.4% | -1.0% | +6.4% | +5.7% |
| 30D | +27.0% | +10.7% | +16.3% | +22.3% |
| 3M | +113.2% | +55.3% | +57.9% | +79.1% |
| 6M | +36.6% | +60.7% | -24.1% | +11.7% |
| YTD | +44.2% | +44.6% | -0.4% | +22.5% |
| 1Y | -18.0% | +77.7% | -95.7% | -36.4% |
| 3Y | -19.9% | +37.6% | -57.6% | -34.9% |
| 5Y | +257.7% | -35.8% | +293.5% | +291.7% |
| All | +313.8% | +251.0% | +62.8% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling