-6.2%
ELV vs CRL
+37.9%
-44.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +2.0% | +5.0% | -3.0% | +1.5% |
| 3M | -3.5% | +50.6% | -54.1% | -6.8% |
| 6M | +40.2% | +60.9% | -20.7% | +34.1% |
| YTD | +15.8% | +40.7% | -24.9% | +12.1% |
| 1Y | +33.2% | +73.3% | -40.1% | +26.5% |
| 3Y | -6.2% | +40.6% | -46.8% | -9.8% |
| All | -6.2% | +37.9% | -44.1% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling