-9.6%
CCI vs ELV
-2.1%
-7.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -0.3% | +3.2% | -3.5% | -0.8% |
| 30D | +2.2% | +5.4% | -3.1% | +1.4% |
| 3M | -16.9% | +5.4% | -22.2% | -17.7% |
| 6M | -11.5% | +45.7% | -57.2% | -16.6% |
| YTD | -12.8% | +21.2% | -34.0% | -15.8% |
| 1Y | -17.1% | +35.6% | -52.7% | -21.5% |
| 3Y | -9.6% | -2.0% | -7.6% | -9.7% |
| All | -9.6% | -2.1% | -7.5% | -9.7% |
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