+7.6%
CL vs ELV
+30.0%
-22.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -5.2% | +2.0% | -7.2% | -5.2% |
| 3M | +3.3% | -3.5% | +6.8% | +3.4% |
| 6M | -4.4% | +40.2% | -44.6% | -5.3% |
| YTD | +13.9% | +15.8% | -1.9% | +12.4% |
| 1Y | +7.6% | +33.2% | -25.5% | +3.0% |
| All | +7.6% | +30.0% | -22.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling