-17.1%
CCI vs ELV
+35.4%
-52.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.1% |
| 7D | -0.3% | +2.8% | -3.0% | -0.6% |
| 30D | +2.2% | +4.9% | -2.7% | +1.6% |
| 3M | -16.9% | +4.9% | -21.8% | -17.5% |
| 6M | -11.5% | +45.1% | -56.6% | -15.1% |
| YTD | -12.8% | +20.7% | -33.5% | -14.9% |
| 1Y | -17.1% | +35.0% | -52.1% | -18.9% |
| All | -17.1% | +35.4% | -52.5% | -18.9% |
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