+134.7%
CEG vs ELV
-1.5%
+136.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +12.1% | +1.0% | +11.1% | +12.3% |
| 30D | +0.2% | +0.4% | -0.1% | +0.4% |
| 3M | +0.7% | +8.4% | -7.7% | +1.5% |
| 6M | +2.2% | +8.4% | -6.2% | +3.4% |
| YTD | -20.3% | +24.4% | -44.7% | -18.3% |
| 1Y | -16.1% | +33.5% | -49.6% | -13.5% |
| 3Y | +134.7% | -2.1% | +136.8% | +134.9% |
| All | +134.7% | -1.5% | +136.2% | +134.9% |
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