+35.5%
CVS vs ELF
+393.6%
-358.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +4.3% | +7.7% | +11.6% |
| 30D | +2.8% | +7.7% | -5.0% | +2.2% |
| 3M | -3.6% | +24.7% | -28.3% | -5.2% |
| 6M | -1.6% | +114.6% | -116.3% | -7.3% |
| YTD | +16.3% | +55.8% | -39.5% | +11.5% |
| 1Y | +15.5% | +51.9% | -36.4% | +10.9% |
| 3Y | +48.1% | +24.6% | +23.5% | +35.3% |
| 5Y | +12.3% | +279.2% | -266.9% | -14.7% |
| 10Y | +62.7% | +338.7% | -276.1% | +8.3% |
| All | +35.5% | +393.6% | -358.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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