-29.6%
CLS vs ELV
+42.6%
-72.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.9% | -14.0% | -8.3% |
| 7D | -21.1% | +4.8% | -25.9% | -20.5% |
| 30D | -38.2% | +10.1% | -48.3% | -37.5% |
| 3M | -36.3% | +15.4% | -51.7% | -35.4% |
| 6M | -43.8% | +17.7% | -61.5% | -42.7% |
| YTD | -20.0% | +25.7% | -45.7% | -22.6% |
| 1Y | -29.6% | +39.9% | -69.5% | -32.6% |
| All | -29.6% | +42.6% | -72.2% | -32.6% |
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 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