-1.5%
ELV vs CF
+57.7%
-59.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +1.3% | -3.2% | +4.5% | +1.5% |
| 30D | +5.3% | +4.3% | +0.9% | +5.0% |
| 3M | +9.2% | +2.8% | +6.4% | +8.9% |
| 6M | +14.5% | +0.6% | +13.9% | +14.2% |
| YTD | +23.2% | +56.6% | -33.4% | +17.5% |
| 1Y | +38.0% | +49.6% | -11.6% | +32.1% |
| 3Y | -1.5% | +61.5% | -63.0% | -8.6% |
| All | -1.5% | +57.7% | -59.3% | -8.6% |
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