+2,419.4%
ELV vs CMS
+559.5%
+1,859.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +4.2% | -3.6% | +7.8% | +5.3% |
| 3M | -0.1% | -1.9% | +1.8% | +0.4% |
| 6M | +41.3% | -11.0% | +52.2% | +45.8% |
| YTD | +17.4% | +0.2% | +17.2% | +16.8% |
| 1Y | +35.1% | -1.3% | +36.4% | +34.9% |
| 3Y | -3.2% | +35.9% | -39.2% | -12.9% |
| 5Y | +15.6% | +23.1% | -7.5% | +6.5% |
| 10Y | +276.8% | +117.9% | +158.9% | +199.2% |
| All | +2,419.4% | +559.5% | +1,859.8% | +1,223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling