+651.0%
ELV vs CG
+351.2%
+299.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.4% |
| 7D | +3.3% | -4.3% | +7.6% | +4.2% |
| 30D | +4.2% | -5.1% | +9.2% | +5.1% |
| 3M | -0.1% | +8.7% | -8.7% | -2.1% |
| 6M | +41.3% | -9.2% | +50.5% | +42.9% |
| YTD | +17.4% | -18.9% | +36.3% | +21.2% |
| 1Y | +35.1% | -25.6% | +60.7% | +41.4% |
| 3Y | -3.2% | +57.3% | -60.5% | -17.6% |
| 5Y | +15.6% | +10.2% | +5.5% | +3.7% |
| 10Y | +276.8% | +364.2% | -87.4% | +138.1% |
| All | +651.0% | +351.2% | +299.8% | +392.6% |
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