+6.4%
ELV vs CF
+114.1%
-107.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | +4.8% | -3.8% | +0.5% |
| 30D | +0.4% | +4.7% | -4.3% | -0.1% |
| 3M | +8.4% | +7.4% | +1.0% | +7.5% |
| 6M | +8.4% | +0.6% | +7.8% | +8.0% |
| YTD | +24.4% | +64.1% | -39.7% | +16.5% |
| 1Y | +33.5% | +51.4% | -17.9% | +26.1% |
| 3Y | -2.1% | +67.8% | -69.9% | -9.9% |
| All | +6.4% | +114.1% | -107.7% | -8.2% |
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