+73.7%
CCL vs ELV
+2,409.5%
-2,335.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.8% |
| 7D | -0.1% | -0.3% | +0.1% | 0.0% |
| 30D | -20.0% | +2.0% | -21.9% | -20.7% |
| 3M | -13.7% | -3.5% | -10.2% | -13.1% |
| 6M | -9.0% | +40.2% | -49.2% | -22.1% |
| YTD | -22.8% | +15.8% | -38.6% | -29.1% |
| 1Y | -25.3% | +33.2% | -58.5% | -35.7% |
| 3Y | +54.1% | -6.2% | +60.3% | +46.3% |
| 5Y | +3.5% | +16.4% | -12.9% | -13.9% |
| 10Y | -41.0% | +259.8% | -300.8% | -69.1% |
| All | +73.7% | +2,409.5% | -2,335.9% | -52.3% |
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