+1,345.9%
CI vs ELV
+2,593.2%
-1,247.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.5% |
| 30D | +6.4% | +1.8% | +4.6% | +5.1% |
| 3M | +10.7% | +10.5% | +0.2% | +2.9% |
| 6M | +5.5% | +13.5% | -8.0% | -4.6% |
| YTD | +11.4% | +24.3% | -12.9% | -7.9% |
| 1Y | +15.0% | +38.9% | -23.9% | -12.5% |
| 3Y | +9.0% | -1.5% | +10.4% | +0.8% |
| 5Y | +52.0% | +7.3% | +44.7% | +29.5% |
| 10Y | +150.9% | +268.7% | -117.8% | -16.9% |
| All | +1,345.9% | +2,593.2% | -1,247.3% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling