+435.0%
CL vs ELV
+2,444.2%
-2,009.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -2.2% | +3.3% | -5.5% | -2.8% |
| 30D | -4.8% | +4.2% | -9.0% | -5.6% |
| 3M | +4.9% | -0.1% | +5.0% | +4.6% |
| 6M | -5.7% | +41.3% | -47.0% | -12.2% |
| YTD | +14.4% | +17.4% | -3.1% | +9.7% |
| 1Y | +8.7% | +35.1% | -26.3% | +1.2% |
| 3Y | +30.0% | -3.2% | +33.2% | +27.3% |
| 5Y | +28.4% | +15.6% | +12.8% | +20.2% |
| 10Y | +50.1% | +276.8% | -226.7% | +8.7% |
| All | +435.0% | +2,444.2% | -2,009.3% | +168.5% |
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