+28.3%
CRM vs ELV
+50.0%
-21.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.1% |
| 7D | -4.4% | +2.8% | -7.2% | -4.6% |
| 30D | +28.1% | +4.9% | +23.2% | +27.7% |
| 3M | +48.8% | +4.9% | +43.9% | +47.7% |
| 6M | +28.3% | +45.1% | -16.8% | +42.3% |
| All | +28.3% | +50.0% | -21.8% | +42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling