+288.6%
ELV vs CFG
+396.4%
-107.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +3.3% | +1.5% | +1.8% | +2.9% |
| 30D | +4.2% | -3.8% | +8.0% | +5.2% |
| 3M | -0.1% | +11.5% | -11.6% | -3.1% |
| 6M | +41.3% | +19.2% | +22.1% | +34.3% |
| YTD | +17.4% | +23.7% | -6.3% | +10.3% |
| 1Y | +35.1% | +38.8% | -3.8% | +22.6% |
| 3Y | -3.2% | +178.9% | -182.2% | -30.7% |
| 5Y | +15.6% | +101.8% | -86.2% | -11.7% |
| 10Y | +276.8% | +317.3% | -40.5% | +105.2% |
| All | +288.6% | +396.4% | -107.8% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling