+3,542.1%
CLS vs ELV
+14.2%
+3,527.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.7% |
| 7D | +12.8% | -0.3% | +13.0% | +12.8% |
| 30D | +3.8% | +2.0% | +1.9% | +3.8% |
| 3M | -14.6% | -3.5% | -11.1% | -14.7% |
| 6M | +32.2% | +40.2% | -8.0% | +31.2% |
| YTD | +11.6% | +15.8% | -4.2% | +10.6% |
| 1Y | +35.1% | +33.2% | +1.9% | +32.9% |
| 3Y | +1,312.5% | -6.2% | +1,318.8% | +1,292.2% |
| 5Y | +3,542.1% | +16.4% | +3,525.6% | +3,203.4% |
| All | +3,542.1% | +14.2% | +3,527.8% | +3,203.4% |
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