+2,419.4%
ELV vs CAG
+117.5%
+2,301.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +3.3% | -3.8% | +7.1% | +4.5% |
| 30D | +4.2% | +3.1% | +1.0% | +3.0% |
| 3M | -0.1% | +23.5% | -23.5% | -6.6% |
| 6M | +41.3% | -14.8% | +56.1% | +47.2% |
| YTD | +17.4% | -5.4% | +22.9% | +17.9% |
| 1Y | +35.1% | -11.8% | +46.9% | +38.4% |
| 3Y | -3.2% | -36.7% | +33.4% | +8.4% |
| 5Y | +15.6% | -40.3% | +55.9% | +31.1% |
| 10Y | +276.8% | -37.0% | +313.8% | +298.2% |
| All | +2,419.4% | +117.5% | +2,301.9% | +1,426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling