+7.3%
ELV vs CF
+120.6%
-113.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +1.3% | -3.2% | +4.5% | +1.6% |
| 30D | +5.3% | +4.3% | +0.9% | +4.8% |
| 3M | +9.2% | +2.8% | +6.4% | +8.7% |
| 6M | +14.5% | +0.6% | +13.9% | +14.0% |
| YTD | +23.2% | +56.6% | -33.4% | +15.8% |
| 1Y | +38.0% | +49.6% | -11.6% | +30.4% |
| 3Y | -1.5% | +61.5% | -63.0% | -9.2% |
| All | +7.3% | +120.6% | -113.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling