+538.4%
ELV vs CDW
+1,039.4%
-501.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | -1.1% | +2.6% | -3.6% | -2.0% |
| 30D | +1.8% | +20.4% | -18.6% | -4.1% |
| 3M | +10.5% | +28.5% | -18.0% | +1.4% |
| 6M | +13.5% | +70.6% | -57.2% | -6.3% |
| YTD | +24.3% | +29.1% | -4.8% | +10.3% |
| 1Y | +38.9% | +23.8% | +15.2% | +25.0% |
| 3Y | -1.5% | -14.5% | +13.0% | -2.3% |
| 5Y | +7.3% | -1.6% | +8.9% | -1.9% |
| 10Y | +268.7% | +322.0% | -53.3% | +97.6% |
| All | +538.4% | +1,039.4% | -501.0% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling