+695.3%
ELV vs CG
+282.0%
+413.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.2% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | +0.4% | +11.2% | -10.8% | -1.8% |
| 3M | +8.4% | -22.1% | +30.5% | +13.3% |
| 6M | +8.4% | -17.9% | +26.4% | +11.8% |
| YTD | +24.4% | -31.3% | +55.7% | +32.2% |
| 1Y | +33.5% | -24.0% | +57.5% | +38.9% |
| 3Y | -2.1% | +45.0% | -47.1% | -15.7% |
| 5Y | +5.8% | -22.6% | +28.4% | +2.9% |
| 10Y | +268.9% | +282.1% | -13.2% | +141.2% |
| All | +695.3% | +282.0% | +413.3% | +437.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling