+22.2%
ELV vs CLX
-38.5%
+60.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | +3.2% | -5.7% | +8.9% | +4.2% |
| 30D | +5.4% | -17.0% | +22.4% | +8.7% |
| 3M | +5.4% | -9.7% | +15.0% | +6.9% |
| 6M | +45.7% | -19.8% | +65.5% | +51.0% |
| YTD | +21.2% | -9.8% | +31.0% | +22.2% |
| 1Y | +35.6% | -26.2% | +61.8% | +42.4% |
| 3Y | -2.0% | -36.2% | +34.2% | +5.3% |
| All | +22.2% | -38.5% | +60.7% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling