+76.1%
CME vs ELV
+14.8%
+61.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -0.6% | -2.2% | +1.6% | -0.4% |
| 30D | +4.7% | -0.2% | +4.9% | +4.7% |
| 3M | +7.8% | -6.1% | +13.9% | +8.3% |
| 6M | -11.0% | +42.8% | -53.8% | -14.2% |
| YTD | +4.0% | +14.4% | -10.4% | +2.2% |
| 1Y | +9.1% | +28.6% | -19.5% | +5.4% |
| 3Y | +52.3% | -7.4% | +59.7% | +51.5% |
| 5Y | +76.1% | +14.5% | +61.6% | +66.3% |
| All | +76.1% | +14.8% | +61.3% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling