+38.9%
ELV vs CNH
+31.1%
+7.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.1% | +6.7% | -7.7% | -1.3% |
| 30D | +1.8% | +7.2% | -5.5% | +1.4% |
| 3M | +10.5% | +17.5% | -7.0% | +9.2% |
| 6M | +13.5% | +15.0% | -1.5% | +12.9% |
| YTD | +24.3% | +36.8% | -12.5% | +14.6% |
| 1Y | +38.9% | +27.6% | +11.3% | +31.2% |
| All | +38.9% | +31.1% | +7.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling