+52.8%
CME vs ELV
-6.5%
+59.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +5.5% | +2.0% | +3.6% | +5.5% |
| 3M | +11.0% | -3.5% | +14.5% | +10.9% |
| 6M | -9.7% | +40.2% | -49.9% | -10.2% |
| YTD | +4.9% | +15.8% | -11.0% | +4.7% |
| 1Y | +10.1% | +33.2% | -23.1% | +9.0% |
| All | +52.8% | -6.5% | +59.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling