+682.6%
CAH vs ELV
+2,378.1%
-1,695.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | +1.2% | -0.2% | +1.4% | +1.2% |
| 3M | +13.1% | -6.1% | +19.2% | +14.9% |
| 6M | +8.5% | +42.8% | -34.4% | -5.2% |
| YTD | +17.6% | +14.4% | +3.2% | +9.7% |
| 1Y | +60.7% | +28.6% | +32.0% | +42.7% |
| 3Y | +183.2% | -7.4% | +190.6% | +174.5% |
| 5Y | +402.2% | +14.5% | +387.7% | +341.9% |
| 10Y | +302.3% | +257.4% | +44.9% | +120.6% |
| All | +682.6% | +2,378.1% | -1,695.5% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling