+2,419.4%
ELV vs CRL
+804.4%
+1,615.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +3.3% | -1.0% | +4.3% | +3.6% |
| 30D | +4.2% | +10.7% | -6.5% | +1.2% |
| 3M | -0.1% | +55.3% | -55.4% | -11.9% |
| 6M | +41.3% | +60.7% | -19.4% | +21.9% |
| YTD | +17.4% | +44.6% | -27.2% | +3.9% |
| 1Y | +35.1% | +77.7% | -42.7% | +12.1% |
| 3Y | -3.2% | +37.6% | -40.9% | -19.1% |
| 5Y | +15.6% | -35.8% | +51.4% | +18.7% |
| 10Y | +276.8% | +241.7% | +35.0% | +115.2% |
| All | +2,419.4% | +804.4% | +1,615.0% | +908.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling