+287.5%
CAH vs ELV
+280.2%
+7.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -5.1% | +3.2% | -8.3% | -6.1% |
| 30D | +0.2% | +5.4% | -5.2% | -1.6% |
| 3M | +6.3% | +5.4% | +0.9% | +4.0% |
| 6M | +9.4% | +45.7% | -36.3% | -4.0% |
| YTD | +15.0% | +21.2% | -6.2% | +5.8% |
| 1Y | +55.4% | +35.6% | +19.8% | +36.5% |
| 3Y | +173.8% | -2.0% | +175.8% | +162.4% |
| 5Y | +395.2% | +26.0% | +369.2% | +319.4% |
| All | +287.5% | +280.2% | +7.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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