+2,953.7%
CLS vs ELV
+278.2%
+2,675.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -3.8% |
| 7D | +5.0% | +0.9% | +4.1% | +4.6% |
| 30D | +4.8% | +7.2% | -2.4% | +2.8% |
| 3M | -10.4% | +3.4% | -13.8% | -11.5% |
| 6M | +20.8% | +48.6% | -27.8% | +8.1% |
| YTD | +10.0% | +20.6% | -10.5% | +2.7% |
| 1Y | +28.5% | +38.5% | -10.0% | +14.7% |
| 3Y | +1,292.2% | -2.4% | +1,294.6% | +1,217.9% |
| 5Y | +3,616.8% | +25.3% | +3,591.5% | +2,963.9% |
| All | +2,953.7% | +278.2% | +2,675.5% | +1,888.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling