+3.9%
CI vs ELV
-6.4%
+10.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.3% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -1.8% | +2.0% | -3.8% | -2.6% |
| 3M | -4.2% | -3.5% | -0.7% | -3.2% |
| 6M | +2.7% | +40.2% | -37.5% | -10.9% |
| YTD | +1.9% | +15.8% | -13.9% | -5.3% |
| 1Y | -6.3% | +33.2% | -39.4% | -17.8% |
| 3Y | +3.9% | -6.2% | +10.1% | -0.5% |
| All | +3.9% | -6.4% | +10.2% | -0.5% |
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