+4,369.3%
CNC vs ELV
+2,008.0%
+2,361.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | 0.0% |
| 7D | -4.9% | -2.2% | -2.7% | -3.4% |
| 30D | -3.8% | -0.2% | -3.6% | -3.6% |
| 3M | -3.2% | -6.1% | +2.9% | +0.7% |
| 6M | +47.9% | +42.8% | +5.0% | +17.1% |
| YTD | +55.7% | +14.4% | +41.3% | +41.5% |
| 1Y | +106.2% | +28.6% | +77.6% | +74.1% |
| 3Y | -2.1% | -7.4% | +5.3% | +6.1% |
| 5Y | +3.4% | +14.5% | -11.1% | -1.8% |
| 10Y | +91.7% | +257.4% | -165.8% | -7.7% |
| All | +4,369.3% | +2,008.0% | +2,361.3% | +872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling