+607.3%
CEG vs ELV
-1.1%
+608.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -3.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +2.9% | +6.7% | -3.8% | +2.4% |
| 3M | +18.2% | +3.0% | +15.2% | +17.8% |
| 6M | -9.5% | +48.0% | -57.5% | -13.3% |
| YTD | -18.7% | +20.0% | -38.7% | -20.3% |
| 1Y | -10.1% | +37.9% | -48.0% | -13.5% |
| 3Y | +168.3% | -2.8% | +171.2% | +166.9% |
| All | +607.3% | -1.1% | +608.4% | +621.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling