+322.0%
CMG vs ELV
+280.2%
+41.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.1% | +3.2% | -5.3% | -2.8% |
| 30D | +10.9% | +5.4% | +5.5% | +9.5% |
| 3M | +15.8% | +5.4% | +10.5% | +14.3% |
| 6M | +6.9% | +45.7% | -38.8% | -2.4% |
| YTD | -2.2% | +21.2% | -23.4% | -7.4% |
| 1Y | -7.1% | +35.6% | -42.7% | -14.3% |
| 3Y | -7.1% | -2.0% | -5.1% | -9.5% |
| 5Y | -4.8% | +26.0% | -30.8% | -14.1% |
| All | +322.0% | +280.2% | +41.8% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling