-0.9%
CCL vs ELV
+14.8%
-15.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -4.4% | -2.2% | -2.2% | -4.1% |
| 30D | -18.2% | -0.2% | -18.0% | -18.2% |
| 3M | -17.7% | -6.1% | -11.6% | -17.1% |
| 6M | -13.0% | +42.8% | -55.8% | -17.9% |
| YTD | -24.5% | +14.4% | -38.9% | -26.6% |
| 1Y | -26.9% | +28.6% | -55.6% | -30.2% |
| 3Y | +50.8% | -7.4% | +58.2% | +49.2% |
| 5Y | -0.9% | +14.5% | -15.4% | -14.6% |
| All | -0.9% | +14.8% | -15.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling