-31.9%
CEG vs ELV
+42.6%
-74.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.9% | -11.6% | -6.1% |
| 7D | -4.8% | +4.8% | -9.6% | -4.2% |
| 30D | -8.2% | +10.1% | -18.2% | -7.3% |
| 3M | -7.9% | +15.4% | -23.3% | -6.6% |
| 6M | -23.2% | +17.7% | -41.0% | -22.0% |
| YTD | -30.1% | +25.7% | -55.8% | -28.4% |
| 1Y | -31.9% | +39.9% | -71.8% | -30.1% |
| All | -31.9% | +42.6% | -74.5% | -30.1% |
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