+28.0%
CB vs ELV
+34.6%
-6.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +1.0% | +2.0% | +2.8% |
| 30D | +7.3% | +0.4% | +6.9% | +7.2% |
| 3M | +9.4% | +8.4% | +1.0% | +8.5% |
| 6M | +19.6% | +8.4% | +11.2% | +18.6% |
| YTD | +21.5% | +24.4% | -2.9% | +18.4% |
| 1Y | +28.0% | +33.5% | -5.5% | +23.0% |
| All | +28.0% | +34.6% | -6.6% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling