+9.2%
ELV vs CAI
-8.1%
+17.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +2.0% | +9.1% | -7.2% | +1.5% |
| 3M | -3.5% | +53.8% | -57.3% | -5.8% |
| 6M | +40.2% | +33.5% | +6.7% | +36.6% |
| YTD | +15.8% | -8.0% | +23.8% | +16.5% |
| 1Y | +33.2% | -28.7% | +61.9% | +37.9% |
| All | +9.2% | -8.1% | +17.2% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling