+1,424.6%
CB vs ELV
+2,444.2%
-1,019.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.3% |
| 7D | +0.5% | +3.3% | -2.8% | -0.6% |
| 30D | -3.1% | +4.2% | -7.3% | -4.4% |
| 3M | +9.0% | -0.1% | +9.0% | +8.5% |
| 6M | +2.9% | +41.3% | -38.4% | -9.1% |
| YTD | +10.1% | +17.4% | -7.3% | +2.5% |
| 1Y | +22.8% | +35.1% | -12.3% | +8.6% |
| 3Y | +73.8% | -3.2% | +77.0% | +67.1% |
| 5Y | +99.2% | +15.6% | +83.6% | +76.8% |
| 10Y | +218.2% | +276.8% | -58.6% | +76.6% |
| All | +1,424.6% | +2,444.2% | -1,019.6% | +307.5% |
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