+1.5%
CARR vs ELV
-2.1%
+3.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -3.8% | +3.2% | -7.0% | -4.0% |
| 30D | -8.9% | +5.4% | -14.3% | -9.2% |
| 3M | -17.3% | +5.4% | -22.7% | -17.6% |
| 6M | -1.4% | +45.7% | -47.1% | -4.5% |
| YTD | +10.0% | +21.2% | -11.2% | +7.7% |
| 1Y | -6.4% | +35.6% | -42.0% | -9.0% |
| 3Y | +1.5% | -2.0% | +3.6% | -0.3% |
| All | +1.5% | -2.1% | +3.7% | -0.3% |
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 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