+57.3%
CL vs ELV
+257.3%
-200.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.9% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | +0.8% | -6.1% | +6.9% | +1.7% |
| 6M | -4.2% | +42.8% | -47.0% | -11.4% |
| YTD | +13.4% | +14.4% | -1.0% | +9.1% |
| 1Y | +7.1% | +28.6% | -21.5% | +0.1% |
| 3Y | +29.0% | -7.4% | +36.4% | +27.5% |
| 5Y | +28.3% | +14.5% | +13.8% | +19.5% |
| 10Y | +57.3% | +257.4% | -200.1% | +31.0% |
| All | +57.3% | +257.3% | -200.0% | +31.0% |
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