+11.7%
CCI vs ELV
-1.5%
+13.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.5% | +1.0% | +1.6% | +2.4% |
| 30D | +14.4% | +0.4% | +14.1% | +14.3% |
| 3M | +21.7% | +8.4% | +13.3% | +20.1% |
| 6M | +4.0% | +8.4% | -4.4% | +2.4% |
| YTD | +6.2% | +24.4% | -18.2% | +2.3% |
| 1Y | +5.4% | +33.5% | -28.1% | +0.3% |
| 3Y | +11.7% | -2.1% | +13.8% | +18.7% |
| All | +11.7% | -1.5% | +13.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling