+16.4%
ELV vs CMS
+26.5%
-10.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | +2.0% | -3.2% | +5.1% | +2.9% |
| 3M | -3.5% | -2.2% | -1.3% | -3.0% |
| 6M | +40.2% | -9.4% | +49.6% | +43.9% |
| YTD | +15.8% | +0.7% | +15.2% | +14.9% |
| 1Y | +33.2% | +0.4% | +32.8% | +32.1% |
| 3Y | -6.2% | +35.2% | -41.4% | -16.3% |
| 5Y | +16.4% | +24.1% | -7.7% | +5.1% |
| All | +16.4% | +26.5% | -10.1% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling