+632.8%
CLS vs ELV
+2,593.2%
-1,960.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -1.1% | +3.8% | +3.0% |
| 30D | -30.1% | +1.8% | -31.8% | -30.8% |
| 3M | -21.7% | +10.5% | -32.2% | -24.6% |
| 6M | -36.2% | +13.5% | -49.7% | -39.5% |
| YTD | -17.8% | +24.3% | -42.1% | -25.2% |
| 1Y | -26.8% | +38.9% | -65.7% | -35.6% |
| 3Y | +853.4% | -1.5% | +854.8% | +789.1% |
| 5Y | +2,005.0% | +7.3% | +1,997.7% | +1,769.8% |
| 10Y | +1,929.4% | +268.7% | +1,660.7% | +1,051.8% |
| All | +632.8% | +2,593.2% | -1,960.4% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling