+216.7%
CTVA vs ELV
+67.7%
+149.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.5% | +3.2% | -7.7% | -5.4% |
| 30D | +11.3% | +5.4% | +6.0% | +9.6% |
| 3M | +12.3% | +5.4% | +7.0% | +10.0% |
| 6M | +7.2% | +45.7% | -38.5% | -5.4% |
| YTD | +26.0% | +21.2% | +4.8% | +16.7% |
| 1Y | +16.0% | +35.6% | -19.6% | +3.1% |
| 3Y | +73.9% | -2.0% | +75.9% | +67.1% |
| 5Y | +103.8% | +26.0% | +77.8% | +71.7% |
| All | +216.7% | +67.7% | +149.0% | +128.8% |
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 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