+41.9%
CI vs ELV
+14.2%
+27.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -1.8% | +2.0% | -3.8% | -2.8% |
| 3M | -4.2% | -3.5% | -0.7% | -3.0% |
| 6M | +2.7% | +40.2% | -37.5% | -14.0% |
| YTD | +1.9% | +15.8% | -13.9% | -7.2% |
| 1Y | -6.3% | +33.2% | -39.4% | -20.7% |
| 3Y | +3.9% | -6.2% | +10.1% | +1.7% |
| 5Y | +41.9% | +16.4% | +25.5% | +20.5% |
| All | +41.9% | +14.2% | +27.7% | +20.5% |
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 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