+272.1%
ELV vs CG
+314.7%
-42.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +6.3% |
| 7D | +2.8% | -9.9% | +12.6% | +4.9% |
| 30D | +4.9% | -11.7% | +16.6% | +7.4% |
| 3M | +4.9% | -4.3% | +9.2% | +5.3% |
| 6M | +45.1% | -8.8% | +53.8% | +46.6% |
| YTD | +20.7% | -26.9% | +47.5% | +27.4% |
| 1Y | +35.0% | -35.4% | +70.5% | +45.9% |
| 3Y | -2.4% | +43.0% | -45.5% | -17.1% |
| 5Y | +25.5% | +1.9% | +23.6% | +12.8% |
| All | +272.1% | +314.7% | -42.6% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling