-70.0%
CPNG vs ELV
+28.4%
-98.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | -7.6% | -2.2% | -5.4% | -7.5% |
| 30D | -8.8% | -0.2% | -8.6% | -8.8% |
| 3M | -7.2% | -6.1% | -1.1% | -6.9% |
| 6M | -21.5% | +42.8% | -64.4% | -23.8% |
| YTD | -37.4% | +14.4% | -51.8% | -38.4% |
| 1Y | -54.3% | +28.6% | -83.0% | -55.6% |
| 3Y | -20.3% | -7.4% | -12.9% | -20.6% |
| 5Y | -51.2% | +14.5% | -65.7% | -51.2% |
| All | -70.0% | +28.4% | -98.4% | -68.8% |
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