-2.0%
ELV vs CF
+68.7%
-70.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -0.5% | +5.4% | -5.8% | -0.8% |
| 30D | +1.1% | +6.5% | -5.5% | +0.7% |
| 3M | +8.2% | +4.6% | +3.5% | +7.8% |
| 6M | +10.2% | -3.3% | +13.5% | +10.2% |
| YTD | +24.4% | +63.9% | -39.5% | +18.3% |
| 1Y | +33.8% | +50.4% | -16.6% | +28.1% |
| All | -2.0% | +68.7% | -70.7% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling