-2.0%
ELV vs CLBK
+52.2%
-54.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -1.5% | +4.7% | +3.3% |
| 30D | +5.4% | -1.0% | +6.4% | +5.5% |
| 3M | +5.4% | +22.9% | -17.6% | +3.6% |
| 6M | +45.7% | +44.2% | +1.5% | +41.1% |
| YTD | +21.2% | +64.0% | -42.8% | +16.0% |
| 1Y | +35.6% | +65.7% | -30.1% | +29.6% |
| 3Y | -2.0% | +54.1% | -56.1% | -6.8% |
| All | -2.0% | +52.2% | -54.2% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling