+12,337.5%
CMI vs ELV
+2,525.7%
+9,811.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | +3.2% | -3.9% | -1.9% |
| 30D | -12.4% | +5.4% | -17.8% | -14.2% |
| 3M | -14.8% | +5.4% | -20.1% | -17.2% |
| 6M | +0.8% | +45.7% | -44.9% | -13.4% |
| YTD | +10.2% | +21.2% | -11.0% | +0.4% |
| 1Y | +37.4% | +35.6% | +1.8% | +19.5% |
| 3Y | +153.3% | -2.0% | +155.3% | +139.3% |
| 5Y | +167.6% | +26.0% | +141.6% | +122.0% |
| 10Y | +514.4% | +278.7% | +235.6% | +200.9% |
| All | +12,337.5% | +2,525.7% | +9,811.8% | +3,060.1% |
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