+1,914.6%
CLS vs ELV
+268.6%
+1,646.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | +16.3% | +1.0% | +15.3% | +16.0% |
| 30D | -25.7% | +0.4% | -26.0% | -26.0% |
| 3M | -30.9% | +8.4% | -39.2% | -32.7% |
| 6M | -35.5% | +8.4% | -43.9% | -37.5% |
| YTD | -18.7% | +24.4% | -43.1% | -25.1% |
| 1Y | -17.9% | +33.5% | -51.4% | -25.9% |
| 3Y | +838.1% | -2.1% | +840.2% | +786.4% |
| 5Y | +1,971.9% | +5.8% | +1,966.1% | +1,742.7% |
| All | +1,914.6% | +268.6% | +1,646.0% | +1,155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling