+3,032.4%
CLS vs ELV
+258.8%
+2,773.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +20.1% | -2.2% | +22.3% | +20.8% |
| 30D | +6.0% | -0.2% | +6.2% | +6.0% |
| 3M | -10.3% | -6.1% | -4.2% | -9.2% |
| 6M | +24.5% | +42.8% | -18.3% | +12.6% |
| YTD | +12.9% | +14.4% | -1.5% | +6.8% |
| 1Y | +36.7% | +28.6% | +8.1% | +24.5% |
| 3Y | +1,328.1% | -7.4% | +1,335.5% | +1,270.5% |
| 5Y | +3,682.3% | +14.5% | +3,667.8% | +3,113.5% |
| All | +3,032.4% | +258.8% | +2,773.6% | +1,968.1% |
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 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