+537.1%
ELV vs CAPR
-99.1%
+636.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.8% |
| 7D | +3.3% | -2.0% | +5.3% | +3.3% |
| 30D | +4.2% | +139.2% | -135.0% | +3.0% |
| 3M | -0.1% | -66.4% | +66.3% | +0.3% |
| 6M | +41.3% | -63.1% | +104.4% | +41.6% |
| YTD | +17.4% | -67.4% | +84.9% | +17.8% |
| 1Y | +35.1% | +58.2% | -23.2% | +29.8% |
| 3Y | -3.2% | +42.2% | -45.5% | -8.4% |
| 5Y | +15.6% | +87.3% | -71.6% | +8.2% |
| 10Y | +276.8% | -75.3% | +352.0% | +239.1% |
| All | +537.1% | -99.1% | +636.1% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling