+22.4%
CCI vs ELV
+278.6%
-256.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.8% |
| 7D | -0.3% | +2.8% | -3.0% | -1.0% |
| 30D | +2.2% | +4.9% | -2.7% | +0.9% |
| 3M | -16.9% | +4.9% | -21.8% | -18.2% |
| 6M | -11.5% | +45.1% | -56.6% | -20.2% |
| YTD | -12.8% | +20.7% | -33.5% | -18.0% |
| 1Y | -17.1% | +35.0% | -52.1% | -24.6% |
| 3Y | -9.6% | -2.4% | -7.2% | -11.8% |
| 5Y | -48.9% | +25.5% | -74.4% | -54.5% |
| All | +22.4% | +278.6% | -256.2% | -3.8% |
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