+95.2%
CNC vs ELV
+280.2%
-185.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.1% |
| 7D | -0.9% | +3.2% | -4.1% | -3.5% |
| 30D | -1.0% | +5.4% | -6.3% | -5.1% |
| 3M | +4.5% | +5.4% | -0.8% | -0.2% |
| 6M | +85.2% | +45.7% | +39.5% | +37.2% |
| YTD | +61.4% | +21.2% | +40.2% | +36.4% |
| 1Y | +94.9% | +35.6% | +59.3% | +50.7% |
| 3Y | 0.0% | -2.0% | +2.0% | +3.7% |
| 5Y | +11.2% | +26.0% | -14.8% | -5.1% |
| All | +95.2% | +280.2% | -185.0% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling