+539.0%
ELV vs CDW
+1,037.5%
-498.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.5% | +9.1% | -9.6% | -3.1% |
| 30D | +1.1% | +13.7% | -12.6% | -3.1% |
| 3M | +8.2% | +27.0% | -18.9% | -0.4% |
| 6M | +10.2% | +75.9% | -65.6% | -9.8% |
| YTD | +24.4% | +28.9% | -4.4% | +10.4% |
| 1Y | +33.8% | +19.6% | +14.2% | +21.8% |
| 3Y | -1.4% | -14.6% | +13.3% | -2.1% |
| 5Y | +5.8% | -3.2% | +9.0% | -2.6% |
| 10Y | +269.1% | +321.3% | -52.2% | +97.9% |
| All | +539.0% | +1,037.5% | -498.4% | +200.7% |
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