-6.3%
ELV vs CAPR
+43.6%
-49.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.3% | -1.4% |
| 7D | -0.3% | -9.5% | +9.2% | -0.2% |
| 30D | +2.0% | +121.5% | -119.6% | +1.7% |
| 3M | -3.5% | -65.4% | +61.9% | -3.4% |
| 6M | +40.2% | -67.5% | +107.7% | +40.3% |
| YTD | +15.8% | -68.6% | +84.4% | +15.9% |
| 1Y | +33.2% | +42.7% | -9.5% | +31.3% |
| All | -6.3% | +43.6% | -49.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling