+21.9%
CCL vs ELV
+42.6%
-20.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.9% | +2.3% | +6.6% |
| 7D | +11.6% | +4.8% | +6.8% | +10.9% |
| 30D | +22.5% | +10.1% | +12.5% | +21.0% |
| 3M | +6.4% | +15.4% | -9.0% | +4.3% |
| 6M | +23.4% | +17.7% | +5.7% | +19.9% |
| YTD | +4.2% | +25.7% | -21.5% | -2.2% |
| 1Y | +21.9% | +39.9% | -18.0% | +13.5% |
| All | +21.9% | +42.6% | -20.7% | +13.5% |
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