+6,781.2%
CME vs ELV
+1,574.1%
+5,207.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -1.6% | +3.3% | -4.9% | -2.6% |
| 30D | +6.2% | +4.2% | +2.1% | +4.8% |
| 3M | +10.4% | -0.1% | +10.5% | +9.9% |
| 6M | -9.5% | +41.3% | -50.8% | -20.1% |
| YTD | +6.0% | +17.4% | -11.4% | -1.6% |
| 1Y | +9.3% | +35.1% | -25.8% | -3.9% |
| 3Y | +57.7% | -3.2% | +60.9% | +50.0% |
| 5Y | +77.7% | +15.6% | +62.1% | +54.0% |
| 10Y | +281.2% | +276.8% | +4.5% | +96.7% |
| All | +6,781.2% | +1,574.1% | +5,207.1% | +1,745.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling