-32.5%
CBRS vs ELV
+3.0%
-35.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.8% | +12.1% | +10.5% |
| 7D | +17.3% | +3.3% | +14.0% | +16.6% |
| 30D | -2.0% | +4.2% | -6.1% | -3.2% |
| 3M | -2.5% | -0.1% | -2.4% | -3.5% |
| All | -32.5% | +3.0% | -35.5% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling