-10.0%
CRM vs ELV
+42.6%
-52.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.8% |
| 7D | -6.2% | +4.8% | -11.0% | -6.5% |
| 30D | -1.2% | +10.1% | -11.2% | -1.8% |
| 3M | +19.1% | +15.4% | +3.8% | +18.2% |
| 6M | +23.0% | +17.7% | +5.2% | +22.6% |
| YTD | -13.7% | +25.7% | -39.4% | -13.0% |
| 1Y | -10.0% | +39.9% | -49.8% | -11.4% |
| All | -10.0% | +42.6% | -52.6% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling