+2,567.9%
ELV vs CMS
+577.7%
+1,990.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +4.1% | +7.4% | -3.3% | +1.9% |
| 3M | +8.5% | +1.9% | +6.6% | +7.9% |
| 6M | +14.6% | -2.3% | +16.9% | +15.1% |
| YTD | +24.4% | +3.0% | +21.4% | +22.7% |
| 1Y | +44.2% | -2.8% | +47.0% | +44.8% |
| 3Y | -1.4% | +37.9% | -39.3% | -11.5% |
| 5Y | +8.8% | +34.0% | -25.2% | -2.2% |
| 10Y | +268.4% | +138.1% | +130.3% | +186.0% |
| All | +2,567.9% | +577.7% | +1,990.2% | +1,289.7% |
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