+603.1%
ELV vs CF
+5,948.3%
-5,345.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.2% |
| 7D | +3.3% | +6.0% | -2.7% | +2.3% |
| 30D | +4.2% | +14.8% | -10.7% | +1.7% |
| 3M | -0.1% | +14.1% | -14.1% | -2.5% |
| 6M | +41.3% | +28.5% | +12.7% | +33.7% |
| YTD | +17.4% | +74.9% | -57.5% | +5.2% |
| 1Y | +35.1% | +61.7% | -26.6% | +22.4% |
| 3Y | -3.2% | +80.3% | -83.6% | -15.4% |
| 5Y | +15.6% | +226.0% | -210.4% | -11.9% |
| 10Y | +276.8% | +569.9% | -293.1% | +143.1% |
| All | +603.1% | +5,948.3% | -5,345.2% | +187.4% |
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