+791.9%
CDE vs ELV
-2.1%
+794.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.1% | +3.2% | -6.3% | -3.6% |
| 30D | +9.5% | +5.4% | +4.1% | +8.5% |
| 3M | +25.5% | +5.4% | +20.1% | +24.2% |
| 6M | -7.9% | +45.7% | -53.6% | -13.4% |
| YTD | +15.6% | +21.2% | -5.6% | +11.2% |
| 1Y | +34.0% | +35.6% | -1.6% | +27.3% |
| 3Y | +791.9% | -2.0% | +793.9% | +801.4% |
| All | +791.9% | -2.1% | +794.0% | +801.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling