+141.0%
CI vs ELV
+257.3%
-116.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.7% |
| 7D | -1.1% | -2.2% | +1.1% | +0.3% |
| 30D | +0.5% | -0.2% | +0.7% | +0.6% |
| 3M | -5.2% | -6.1% | +0.9% | -2.0% |
| 6M | +4.3% | +42.8% | -38.5% | -18.4% |
| YTD | +2.8% | +14.4% | -11.6% | -8.7% |
| 1Y | -5.8% | +28.6% | -34.4% | -22.7% |
| 3Y | +4.7% | -7.4% | +12.2% | +2.0% |
| 5Y | +42.7% | +14.5% | +28.2% | +15.5% |
| 10Y | +141.0% | +257.4% | -116.5% | -2.1% |
| All | +141.0% | +257.3% | -116.4% | -2.1% |
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 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