+108.4%
CSCO vs ELV
-7.6%
+116.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -10.7% | -0.2% | -10.5% | -10.7% |
| 3M | -8.7% | -6.1% | -2.6% | -8.5% |
| 6M | +44.9% | +42.8% | +2.1% | +42.5% |
| YTD | +44.1% | +14.4% | +29.7% | +42.4% |
| 1Y | +65.9% | +28.6% | +37.3% | +62.7% |
| All | +108.4% | -7.6% | +116.0% | +113.2% |
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 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