+848.2%
CLS vs ELV
-1.5%
+849.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -1.1% | +3.8% | +2.6% |
| 30D | -30.1% | +1.8% | -31.8% | -29.7% |
| 3M | -21.7% | +10.5% | -32.2% | -20.4% |
| 6M | -36.2% | +13.5% | -49.7% | -34.7% |
| YTD | -17.8% | +24.3% | -42.1% | -15.2% |
| 1Y | -26.8% | +38.9% | -65.7% | -23.1% |
| All | +848.2% | -1.5% | +849.7% | +901.0% |
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