+3,994.3%
CMG vs ELV
+576.3%
+3,418.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.2% |
| 7D | -6.5% | -2.2% | -4.3% | -5.9% |
| 30D | +12.1% | -0.2% | +12.3% | +12.1% |
| 3M | +20.6% | -6.1% | +26.7% | +22.4% |
| 6M | +2.1% | +42.8% | -40.7% | -8.4% |
| YTD | -2.6% | +14.4% | -17.0% | -7.6% |
| 1Y | -8.7% | +28.6% | -37.3% | -16.2% |
| 3Y | -7.4% | -7.4% | 0.0% | -8.9% |
| 5Y | -5.7% | +14.5% | -20.1% | -14.7% |
| 10Y | +322.3% | +257.4% | +64.9% | +144.7% |
| All | +3,994.3% | +576.3% | +3,418.0% | +1,502.8% |
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