+493.6%
CL vs ELV
+2,522.7%
-2,029.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.8% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +11.6% | +1.3% | +10.2% | +11.3% |
| 3M | +5.6% | +6.6% | -1.0% | +4.3% |
| 6M | +13.2% | +11.6% | +1.6% | +10.3% |
| YTD | +26.9% | +21.1% | +5.9% | +21.0% |
| 1Y | +27.3% | +34.2% | -6.9% | +18.8% |
| 3Y | +39.7% | -2.9% | +42.6% | +36.7% |
| 5Y | +41.3% | +4.6% | +36.7% | +35.1% |
| 10Y | +76.3% | +272.8% | -196.6% | +27.9% |
| All | +493.6% | +2,522.7% | -2,029.1% | +196.1% |
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