+2.0%
ELV vs CART
+38.4%
-36.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +1.3% | +3.0% | -1.6% | +1.2% |
| 30D | +5.3% | +28.6% | -23.3% | +3.9% |
| 3M | +9.2% | +29.1% | -19.9% | +7.8% |
| 6M | +14.5% | +44.7% | -30.2% | +12.4% |
| YTD | +23.2% | +29.2% | -6.0% | +21.0% |
| 1Y | +38.0% | +66.2% | -28.1% | +34.4% |
| 3Y | -1.5% | +112.8% | -114.4% | -5.2% |
| All | +2.0% | +38.4% | -36.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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