+255.8%
ELV vs CRL
+350.3%
-94.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.0% | +0.1% | +0.8% | +0.8% |
| 30D | +0.4% | +11.9% | -11.5% | -3.0% |
| 3M | +8.4% | +20.2% | -11.8% | +2.6% |
| 6M | +8.4% | +107.5% | -99.1% | -11.0% |
| YTD | +24.4% | +69.4% | -45.1% | +6.1% |
| 1Y | +33.5% | +99.7% | -66.2% | +8.9% |
| 3Y | -2.1% | +98.8% | -100.9% | -25.7% |
| 5Y | +5.8% | -12.4% | +18.2% | +6.4% |
| All | +255.8% | +350.3% | -94.5% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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