+238.9%
CRM vs ELV
+280.2%
-41.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | +3.2% | -7.6% | -5.3% |
| 30D | +28.1% | +5.4% | +22.8% | +26.3% |
| 3M | +48.8% | +5.4% | +43.5% | +46.3% |
| 6M | +28.3% | +45.7% | -17.5% | +14.8% |
| YTD | -6.0% | +21.2% | -27.2% | -12.1% |
| 1Y | +1.4% | +35.6% | -34.2% | -8.6% |
| 3Y | +11.8% | -2.0% | +13.9% | +8.5% |
| 5Y | -2.0% | +26.0% | -28.0% | -14.7% |
| All | +238.9% | +280.2% | -41.3% | +132.0% |
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