+270.0%
ELV vs CF
+575.3%
-305.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.1% |
| 7D | +3.3% | +6.0% | -2.7% | +2.1% |
| 30D | +4.2% | +14.8% | -10.7% | +1.3% |
| 3M | -0.1% | +14.1% | -14.1% | -2.9% |
| 6M | +41.3% | +28.5% | +12.7% | +32.3% |
| YTD | +17.4% | +74.9% | -57.5% | +2.8% |
| 1Y | +35.1% | +61.7% | -26.6% | +19.9% |
| 3Y | -3.2% | +80.3% | -83.6% | -18.1% |
| 5Y | +15.6% | +226.0% | -210.4% | -20.5% |
| All | +270.0% | +575.3% | -305.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling