+106.0%
ELV vs CLBK
+65.5%
+40.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +2.8% | -1.5% | +4.2% | +3.1% |
| 30D | +4.9% | -1.0% | +5.9% | +5.2% |
| 3M | +4.9% | +22.9% | -18.0% | -0.4% |
| 6M | +45.1% | +44.2% | +0.9% | +32.2% |
| YTD | +20.7% | +64.0% | -43.3% | +6.2% |
| 1Y | +35.0% | +65.7% | -30.6% | +18.1% |
| 3Y | -2.4% | +54.1% | -56.5% | -15.7% |
| 5Y | +25.5% | +44.7% | -19.2% | +1.8% |
| All | +106.0% | +65.5% | +40.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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