+1,295.9%
CCI vs ELV
+2,594.5%
-1,298.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.5% | +1.0% | +1.6% | +2.2% |
| 30D | +14.4% | +0.4% | +14.1% | +14.3% |
| 3M | +21.7% | +8.4% | +13.3% | +18.8% |
| 6M | +4.0% | +8.4% | -4.4% | +1.0% |
| YTD | +6.2% | +24.4% | -18.2% | -2.0% |
| 1Y | +5.4% | +33.5% | -28.1% | -4.9% |
| 3Y | +11.7% | -2.1% | +13.8% | +8.0% |
| 5Y | -35.6% | +5.8% | -41.4% | -40.2% |
| 10Y | +68.7% | +268.9% | -200.2% | -0.4% |
| All | +1,295.9% | +2,594.5% | -1,298.6% | +297.3% |
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