+7,715.0%
CME vs ELV
+1,673.0%
+6,042.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | +1.0% | +3.0% | +3.6% |
| 30D | +11.3% | +0.4% | +11.0% | +11.1% |
| 3M | +19.6% | +8.4% | +11.2% | +16.2% |
| 6M | +8.1% | +8.4% | -0.4% | +4.4% |
| YTD | +20.4% | +24.4% | -4.0% | +9.5% |
| 1Y | +16.5% | +33.5% | -17.0% | +3.3% |
| 3Y | +66.4% | -2.1% | +68.5% | +58.0% |
| 5Y | +74.5% | +5.8% | +68.7% | +57.3% |
| 10Y | +308.5% | +268.9% | +39.6% | +113.3% |
| All | +7,715.0% | +1,673.0% | +6,042.0% | +1,954.1% |
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 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