-20.0%
CPNG vs ELV
-2.5%
-17.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +2.5% |
| 7D | -1.1% | +2.8% | -3.9% | -1.1% |
| 30D | -7.4% | +4.9% | -12.3% | -7.3% |
| 3M | -12.3% | +4.9% | -17.2% | -12.3% |
| 6M | -19.4% | +45.1% | -64.5% | -19.3% |
| YTD | -35.9% | +20.7% | -56.6% | -35.9% |
| 1Y | -53.4% | +35.0% | -88.4% | -53.4% |
| 3Y | -20.0% | -2.4% | -17.6% | -23.4% |
| All | -20.0% | -2.5% | -17.5% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling