+97.8%
ELV vs CLBK
+66.9%
+30.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +2.0% | +7.8% | -5.8% | +0.1% |
| 3M | -3.5% | +23.9% | -27.3% | -8.5% |
| 6M | +40.2% | +42.3% | -2.1% | +28.2% |
| YTD | +15.8% | +65.4% | -49.6% | +1.7% |
| 1Y | +33.2% | +70.3% | -37.2% | +15.7% |
| 3Y | -6.2% | +54.5% | -60.7% | -19.0% |
| 5Y | +16.4% | +43.1% | -26.7% | -4.6% |
| All | +97.8% | +66.9% | +30.9% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling