+637.5%
ELV vs CF
+5,315.1%
-4,677.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +1.3% | -3.2% | +4.5% | +1.8% |
| 30D | +5.3% | +4.3% | +0.9% | +4.4% |
| 3M | +9.2% | +2.8% | +6.4% | +8.3% |
| 6M | +14.5% | +0.6% | +13.9% | +13.6% |
| YTD | +23.2% | +56.6% | -33.4% | +12.1% |
| 1Y | +38.0% | +49.6% | -11.6% | +26.5% |
| 3Y | -1.5% | +61.5% | -63.0% | -12.4% |
| 5Y | +8.5% | +124.0% | -115.5% | -11.7% |
| 10Y | +309.5% | +573.2% | -263.7% | +164.3% |
| All | +637.5% | +5,315.1% | -4,677.6% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling