+272.1%
ELV vs CLX
-3.7%
+275.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.9% |
| 7D | +2.8% | -5.7% | +8.4% | +3.8% |
| 30D | +4.9% | -17.0% | +21.9% | +8.4% |
| 3M | +4.9% | -9.7% | +14.6% | +6.5% |
| 6M | +45.1% | -19.8% | +64.9% | +50.2% |
| YTD | +20.7% | -9.8% | +30.5% | +21.8% |
| 1Y | +35.0% | -26.2% | +61.2% | +41.6% |
| 3Y | -2.4% | -36.2% | +33.8% | +4.6% |
| 5Y | +25.5% | -38.3% | +63.8% | +33.5% |
| All | +272.1% | -3.7% | +275.8% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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