+272.1%
ELV vs CAG
-36.2%
+308.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +6.3% |
| 7D | +2.8% | -5.7% | +8.4% | +4.1% |
| 30D | +4.9% | -2.4% | +7.3% | +5.4% |
| 3M | +4.9% | +9.8% | -4.9% | +2.2% |
| 6M | +45.1% | -10.8% | +55.9% | +48.2% |
| YTD | +20.7% | -10.8% | +31.5% | +22.7% |
| 1Y | +35.0% | -19.0% | +54.0% | +40.4% |
| 3Y | -2.4% | -39.7% | +37.3% | +8.0% |
| 5Y | +25.5% | -43.0% | +68.4% | +40.5% |
| All | +272.1% | -36.2% | +308.3% | +305.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling