+110.5%
CNC vs ELV
+42.6%
+67.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.9% | +7.7% | +8.6% |
| 7D | +13.4% | +4.8% | +8.6% | +9.5% |
| 30D | +18.2% | +10.1% | +8.2% | +9.8% |
| 3M | +18.6% | +15.4% | +3.3% | +6.6% |
| 6M | +41.9% | +17.7% | +24.2% | +24.9% |
| YTD | +84.7% | +25.7% | +59.0% | +54.2% |
| 1Y | +110.5% | +39.9% | +70.6% | +54.3% |
| All | +110.5% | +42.6% | +67.9% | +54.3% |
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 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 · 6 months rolling