+16.4%
ELV vs CFG
+100.9%
-84.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | +2.0% | -3.7% | +5.7% | +2.5% |
| 3M | -3.5% | +9.5% | -13.0% | -4.8% |
| 6M | +40.2% | +22.2% | +18.0% | +36.2% |
| YTD | +15.8% | +22.3% | -6.5% | +12.3% |
| 1Y | +33.2% | +39.4% | -6.3% | +26.7% |
| 3Y | -6.2% | +188.5% | -194.7% | -23.0% |
| 5Y | +16.4% | +101.5% | -85.1% | -2.9% |
| All | +16.4% | +100.9% | -84.5% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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