-2.9%
ELV vs CMS
+37.9%
-40.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +1.3% | +7.1% | -5.7% | -0.2% |
| 3M | +6.6% | -1.3% | +7.9% | +6.8% |
| 6M | +11.6% | -2.7% | +14.2% | +12.0% |
| YTD | +21.1% | +2.6% | +18.4% | +19.4% |
| 1Y | +34.2% | -2.0% | +36.2% | +34.3% |
| 3Y | -2.9% | +39.6% | -42.6% | -11.8% |
| All | -2.9% | +37.9% | -40.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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