+25.3%
ELV vs CAG
-42.8%
+68.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +6.1% |
| 7D | +0.9% | -5.9% | +6.8% | +2.4% |
| 30D | +7.2% | -1.5% | +8.7% | +7.4% |
| 3M | +3.4% | +11.5% | -8.0% | +0.1% |
| 6M | +48.6% | -15.7% | +64.3% | +54.4% |
| YTD | +20.6% | -10.2% | +30.8% | +22.3% |
| 1Y | +38.5% | -18.1% | +56.6% | +44.4% |
| 3Y | -2.4% | -39.4% | +37.0% | +9.8% |
| 5Y | +25.3% | -42.6% | +67.9% | +44.2% |
| All | +25.3% | -42.8% | +68.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAG 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling