-38.3%
CBRS vs ELV
+5.9%
-44.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.8% |
| 7D | -8.6% | +2.8% | -11.4% | -8.8% |
| 30D | -26.8% | +4.9% | -31.7% | -27.3% |
| 3M | -15.3% | +4.9% | -20.2% | -15.4% |
| All | -38.3% | +5.9% | -44.2% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling