+5.8%
ELV vs CG
-21.9%
+27.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.5% |
| 7D | -0.5% | -1.5% | +1.0% | -0.4% |
| 30D | +1.1% | +5.7% | -4.6% | +0.5% |
| 3M | +8.2% | -17.9% | +26.1% | +9.8% |
| 6M | +10.2% | -20.2% | +30.4% | +12.0% |
| YTD | +24.4% | -32.0% | +56.4% | +28.1% |
| 1Y | +33.8% | -27.0% | +60.8% | +36.9% |
| 3Y | -1.4% | +42.8% | -44.1% | -9.1% |
| 5Y | +5.8% | -23.4% | +29.3% | +6.0% |
| All | +5.8% | -21.9% | +27.8% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling