+28.6%
ELV vs CDW
-13.5%
+42.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -2.2% | -4.2% | +2.0% | -2.0% |
| 30D | -0.2% | +4.9% | -5.1% | -0.3% |
| 3M | -6.1% | +7.3% | -13.4% | -6.6% |
| 6M | +42.8% | +19.2% | +23.6% | +39.7% |
| YTD | +14.4% | +6.2% | +8.2% | +12.9% |
| 1Y | +28.6% | -14.0% | +42.6% | +27.9% |
| All | +28.6% | -13.5% | +42.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling