+626.9%
CEG vs ELV
-5.7%
+632.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.6% |
| 7D | +1.3% | -2.2% | +3.5% | +1.5% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +17.0% | -6.1% | +23.1% | +17.4% |
| 6M | -8.7% | +42.8% | -51.6% | -12.4% |
| YTD | -16.4% | +14.4% | -30.8% | -17.9% |
| 1Y | -1.8% | +28.6% | -30.4% | -4.9% |
| 3Y | +175.8% | -7.4% | +183.2% | +175.2% |
| All | +626.9% | -5.7% | +632.7% | +643.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling