+338.3%
ELF vs CRL
+310.7%
+27.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.8% | -2.1% | +2.8% |
| 7D | +4.0% | -6.1% | +10.1% | +6.1% |
| 30D | +10.6% | +12.4% | -1.8% | +5.2% |
| 3M | +25.8% | +27.1% | -1.3% | +13.9% |
| 6M | +89.1% | +85.7% | +3.3% | +46.6% |
| YTD | +52.7% | +69.2% | -16.5% | +21.2% |
| 1Y | +51.7% | +97.5% | -45.8% | +13.4% |
| 3Y | +14.2% | +86.1% | -71.9% | -17.8% |
| 5Y | +270.7% | -10.0% | +280.7% | +250.6% |
| 10Y | +341.9% | +395.0% | -53.0% | +146.3% |
| All | +338.3% | +310.7% | +27.6% | +130.3% |
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 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