+16.5%
CME vs ELV
+34.6%
-18.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | +1.0% | +3.0% | +3.9% |
| 30D | +11.3% | +0.4% | +11.0% | +11.3% |
| 3M | +19.6% | +8.4% | +11.2% | +19.3% |
| 6M | +8.1% | +8.4% | -0.4% | +7.7% |
| YTD | +20.4% | +24.4% | -4.0% | +21.2% |
| 1Y | +16.5% | +33.5% | -17.0% | +15.4% |
| All | +16.5% | +34.6% | -18.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling