+180.2%
CAH vs ELV
-7.6%
+187.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | +1.2% | -0.2% | +1.4% | +1.2% |
| 3M | +13.1% | -6.1% | +19.2% | +13.6% |
| 6M | +8.5% | +42.8% | -34.4% | +5.4% |
| YTD | +17.6% | +14.4% | +3.2% | +15.8% |
| 1Y | +60.7% | +28.6% | +32.0% | +55.2% |
| All | +180.2% | -7.6% | +187.8% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling