-4.9%
ELV vs CF
+73.9%
-78.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.6% |
| 7D | +3.3% | +6.0% | -2.7% | +2.9% |
| 30D | +4.2% | +14.8% | -10.7% | +3.3% |
| 3M | -0.1% | +14.1% | -14.1% | -1.0% |
| 6M | +41.3% | +28.5% | +12.7% | +37.9% |
| YTD | +17.4% | +74.9% | -57.5% | +11.3% |
| 1Y | +35.1% | +61.7% | -26.6% | +28.7% |
| All | -4.9% | +73.9% | -78.9% | -11.9% |
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