+257.4%
ELV vs CMS
+116.0%
+141.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -0.2% | -1.3% | +1.1% | +0.4% |
| 3M | -6.1% | -5.4% | -0.7% | -3.9% |
| 6M | +42.8% | -10.3% | +53.2% | +49.6% |
| YTD | +14.4% | -0.2% | +14.6% | +13.4% |
| 1Y | +28.6% | -0.9% | +29.5% | +27.7% |
| 3Y | -7.4% | +34.0% | -41.4% | -22.5% |
| 5Y | +14.5% | +23.6% | -9.1% | -1.8% |
| 10Y | +257.4% | +122.2% | +135.2% | +164.0% |
| All | +257.4% | +116.0% | +141.5% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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