+2,568.1%
ELV vs CLX
+523.8%
+2,044.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +1.0% | +9.5% | -8.5% | -1.7% |
| 30D | +0.4% | +30.7% | -30.3% | -7.0% |
| 3M | +8.4% | +4.2% | +4.1% | +6.8% |
| 6M | +8.4% | +22.1% | -13.7% | +1.5% |
| YTD | +24.4% | +14.1% | +10.3% | +17.8% |
| 1Y | +33.5% | +10.3% | +23.2% | +27.7% |
| 3Y | -2.1% | -7.8% | +5.7% | -2.2% |
| 5Y | +5.8% | -20.8% | +26.6% | +7.9% |
| 10Y | +268.9% | +31.9% | +237.0% | +194.0% |
| All | +2,568.1% | +523.8% | +2,044.3% | +1,139.8% |
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