+14.5%
ELV vs CRL
-37.6%
+52.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -2.2% | -4.6% | +2.4% | -1.7% |
| 30D | -0.2% | +0.5% | -0.7% | -0.3% |
| 3M | -6.1% | +46.6% | -52.7% | -10.1% |
| 6M | +42.8% | +57.3% | -14.4% | +35.1% |
| YTD | +14.4% | +39.5% | -25.2% | +9.6% |
| 1Y | +28.6% | +76.9% | -48.3% | +19.7% |
| 3Y | -7.4% | +39.4% | -46.8% | -13.1% |
| 5Y | +14.5% | -37.2% | +51.6% | +21.6% |
| All | +14.5% | -37.6% | +52.1% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling