+9.1%
CME vs ELV
+36.0%
-26.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.6% | +3.2% | -4.8% | -1.6% |
| 30D | +5.6% | +5.4% | +0.2% | +5.6% |
| 3M | +5.6% | +5.4% | +0.2% | +5.5% |
| 6M | -8.3% | +45.7% | -54.0% | -6.1% |
| YTD | +4.3% | +21.2% | -16.9% | +5.8% |
| 1Y | +9.1% | +35.6% | -26.5% | +12.1% |
| All | +9.1% | +36.0% | -26.9% | +12.1% |
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 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