-7.5%
ELV vs CG
+48.1%
-55.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -1.1% |
| 7D | -2.2% | -6.4% | +4.2% | -1.9% |
| 30D | -0.2% | -7.1% | +6.9% | +0.1% |
| 3M | -6.1% | -1.6% | -4.5% | -6.2% |
| 6M | +42.8% | -8.3% | +51.2% | +42.9% |
| YTD | +14.4% | -23.8% | +38.2% | +15.5% |
| 1Y | +28.6% | -28.7% | +57.3% | +29.8% |
| All | -7.5% | +48.1% | -55.6% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling