+2,385.0%
ELV vs CLX
+414.5%
+1,970.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -0.3% | -3.5% | +3.3% | +0.7% |
| 30D | +2.0% | -11.9% | +13.8% | +5.5% |
| 3M | -3.5% | -2.6% | -0.9% | -3.3% |
| 6M | +40.2% | -18.2% | +58.4% | +46.9% |
| YTD | +15.8% | -5.9% | +21.7% | +16.1% |
| 1Y | +33.2% | -23.8% | +57.0% | +42.0% |
| 3Y | -6.2% | -33.6% | +27.3% | +3.0% |
| 5Y | +16.4% | -35.7% | +52.1% | +26.3% |
| 10Y | +259.8% | -2.5% | +262.3% | +216.5% |
| All | +2,385.0% | +414.5% | +1,970.5% | +1,122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling