-69.3%
CPNG vs ELV
+36.0%
-105.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | -1.1% | +3.2% | -4.3% | -1.3% |
| 30D | -7.4% | +5.4% | -12.7% | -7.7% |
| 3M | -12.3% | +5.4% | -17.7% | -12.7% |
| 6M | -19.4% | +45.7% | -65.2% | -21.9% |
| YTD | -35.9% | +21.2% | -57.1% | -37.1% |
| 1Y | -53.4% | +35.6% | -89.0% | -54.8% |
| 3Y | -20.0% | -2.0% | -18.0% | -20.6% |
| 5Y | -49.6% | +26.0% | -75.6% | -49.1% |
| All | -69.3% | +36.0% | -105.3% | -68.2% |
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