+1,552.4%
CB vs ELV
+2,594.2%
-1,041.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.2% | +0.7% |
| 7D | +0.7% | +3.8% | -3.1% | -0.6% |
| 30D | +8.2% | +4.1% | +4.1% | +6.7% |
| 3M | +6.3% | +8.5% | -2.2% | +3.3% |
| 6M | +16.2% | +14.6% | +1.6% | +10.2% |
| YTD | +19.3% | +24.4% | -5.0% | +8.9% |
| 1Y | +29.2% | +44.2% | -15.0% | +11.9% |
| 3Y | +71.4% | -1.4% | +72.9% | +63.8% |
| 5Y | +104.2% | +8.8% | +95.5% | +85.6% |
| 10Y | +246.7% | +268.4% | -21.7% | +94.3% |
| All | +1,552.4% | +2,594.2% | -1,041.8% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling