-46.9%
CPNG vs ELV
+42.6%
-89.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.0% | +11.8% |
| 7D | +20.8% | +4.8% | +16.1% | +20.7% |
| 30D | +20.1% | +10.1% | +10.0% | +20.1% |
| 3M | +1.6% | +15.4% | -13.8% | +1.9% |
| 6M | -15.8% | +17.7% | -33.6% | -15.4% |
| YTD | -27.7% | +25.7% | -53.4% | -29.2% |
| 1Y | -46.9% | +39.9% | -86.8% | -49.7% |
| All | -46.9% | +42.6% | -89.6% | -49.7% |
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 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