+223.5%
CB vs ELV
+257.3%
-33.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | -0.5% | -2.2% | +1.7% | +0.1% |
| 30D | -3.1% | -0.2% | -2.9% | -3.0% |
| 3M | +4.2% | -6.1% | +10.3% | +5.7% |
| 6M | +4.7% | +42.8% | -38.1% | -6.6% |
| YTD | +8.8% | +14.4% | -5.6% | +2.9% |
| 1Y | +22.6% | +28.6% | -6.0% | +11.3% |
| 3Y | +70.6% | -7.4% | +78.0% | +67.5% |
| 5Y | +99.4% | +14.5% | +85.0% | +78.2% |
| 10Y | +223.5% | +257.4% | -34.0% | +120.2% |
| All | +223.5% | +257.3% | -33.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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