+3.0%
ELV vs CART
+39.2%
-36.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +1.1% | +17.8% | -16.7% | +0.2% |
| 3M | +8.2% | +20.7% | -12.5% | +7.1% |
| 6M | +10.2% | +49.7% | -39.5% | +8.0% |
| YTD | +24.4% | +30.0% | -5.6% | +22.2% |
| 1Y | +33.8% | +48.4% | -14.6% | +30.7% |
| 3Y | -1.4% | +132.0% | -133.3% | -5.2% |
| All | +3.0% | +39.2% | -36.2% | -1.3% |
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