+1,312.5%
CLS vs ELV
-6.4%
+1,318.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.5% |
| 7D | +12.8% | -0.3% | +13.0% | +12.7% |
| 30D | +3.8% | +2.0% | +1.9% | +4.1% |
| 3M | -14.6% | -3.5% | -11.1% | -15.0% |
| 6M | +32.2% | +40.2% | -8.0% | +38.1% |
| YTD | +11.6% | +15.8% | -4.2% | +13.4% |
| 1Y | +35.1% | +33.2% | +1.9% | +40.0% |
| 3Y | +1,312.5% | -6.2% | +1,318.8% | +1,246.9% |
| All | +1,312.5% | -6.4% | +1,318.9% | +1,246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling