+13.7%
ELV vs CAI
-9.9%
+23.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.4% |
| 7D | +2.8% | -2.9% | +5.7% | +2.9% |
| 30D | +4.9% | +9.3% | -4.4% | +4.4% |
| 3M | +4.9% | +35.2% | -30.3% | +3.1% |
| 6M | +45.1% | +30.7% | +14.4% | +41.5% |
| YTD | +20.7% | -9.8% | +30.5% | +21.5% |
| 1Y | +35.0% | -28.9% | +63.9% | +39.6% |
| All | +13.7% | -9.9% | +23.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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