-16.7%
CCI vs ELV
+34.8%
-51.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -0.4% | +3.3% | -3.7% | -0.8% |
| 30D | +2.7% | +4.2% | -1.5% | +2.2% |
| 3M | -18.2% | -0.1% | -18.1% | -18.4% |
| 6M | -14.8% | +41.3% | -56.0% | -18.3% |
| YTD | -12.6% | +17.4% | -30.0% | -14.6% |
| 1Y | -16.7% | +35.1% | -51.8% | -19.7% |
| All | -16.7% | +34.8% | -51.6% | -19.7% |
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 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