+274.2%
CME vs ELV
+280.2%
-6.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -1.6% | +3.2% | -4.8% | -2.4% |
| 30D | +5.6% | +5.4% | +0.2% | +4.2% |
| 3M | +5.6% | +5.4% | +0.2% | +3.8% |
| 6M | -8.3% | +45.7% | -54.0% | -17.2% |
| YTD | +4.3% | +21.2% | -16.9% | -2.1% |
| 1Y | +9.1% | +35.6% | -26.5% | -1.2% |
| 3Y | +52.1% | -2.0% | +54.1% | +46.7% |
| 5Y | +79.7% | +26.0% | +53.7% | +54.4% |
| All | +274.2% | +280.2% | -6.0% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling