+2,005.0%
CLS vs ELV
+8.6%
+1,996.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -1.1% | +3.8% | +2.7% |
| 30D | -30.1% | +1.8% | -31.8% | -30.0% |
| 3M | -21.7% | +10.5% | -32.2% | -21.7% |
| 6M | -36.2% | +13.5% | -49.7% | -36.3% |
| YTD | -17.8% | +24.3% | -42.1% | -18.5% |
| 1Y | -26.8% | +38.9% | -65.7% | -27.6% |
| 3Y | +853.4% | -1.5% | +854.8% | +845.1% |
| 5Y | +2,005.0% | +7.3% | +1,997.7% | +1,770.2% |
| All | +2,005.0% | +8.6% | +1,996.4% | +1,770.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling