+39.9%
ELV vs CG
-14.1%
+53.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +4.4% |
| 7D | +4.8% | +9.4% | -4.7% | +3.6% |
| 30D | +10.1% | +8.7% | +1.3% | +8.9% |
| 3M | +15.4% | -15.0% | +30.3% | +17.5% |
| 6M | +17.7% | -13.2% | +30.9% | +19.2% |
| YTD | +25.7% | -26.2% | +51.8% | +34.0% |
| 1Y | +39.9% | -14.1% | +54.0% | +43.0% |
| All | +39.9% | -14.1% | +53.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling