+1,038.8%
CCI vs ELV
+2,378.1%
-1,339.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.7% |
| 7D | -0.3% | -2.2% | +1.9% | +0.4% |
| 30D | +2.1% | -0.2% | +2.3% | +2.1% |
| 3M | -17.8% | -6.1% | -11.7% | -16.7% |
| 6M | -14.2% | +42.8% | -57.0% | -23.4% |
| YTD | -13.3% | +14.4% | -27.7% | -18.0% |
| 1Y | -16.6% | +28.6% | -45.2% | -24.1% |
| 3Y | -10.8% | -7.4% | -3.4% | -12.4% |
| 5Y | -50.3% | +14.5% | -64.8% | -55.2% |
| 10Y | +22.5% | +257.4% | -234.9% | -27.3% |
| All | +1,038.8% | +2,378.1% | -1,339.2% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling