+50.0%
CI vs ELV
+5.8%
+44.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | +4.7% | +1.3% | +3.3% | +4.0% |
| 3M | +5.2% | +6.6% | -1.3% | +1.8% |
| 6M | +3.8% | +11.6% | -7.8% | -2.4% |
| YTD | +9.2% | +21.1% | -11.8% | -2.8% |
| 1Y | +14.3% | +34.2% | -20.0% | -4.1% |
| 3Y | +8.4% | -2.9% | +11.4% | +4.4% |
| 5Y | +50.0% | +4.6% | +45.4% | +37.2% |
| All | +50.0% | +5.8% | +44.3% | +37.2% |
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