+18.9%
ELV vs CAG
-41.2%
+60.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -2.2% | -6.6% | +4.4% | -0.4% |
| 30D | -0.2% | +2.3% | -2.5% | -0.9% |
| 3M | -6.1% | +16.3% | -22.4% | -10.1% |
| 6M | +42.8% | -16.0% | +58.9% | +48.8% |
| YTD | +14.4% | -7.7% | +22.1% | +15.3% |
| 1Y | +28.6% | -16.0% | +44.6% | +33.3% |
| 3Y | -7.4% | -37.7% | +30.3% | +3.4% |
| All | +18.9% | -41.2% | +60.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling