+37.9%
ELV vs CNH
+20.2%
+17.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.1% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | +6.7% | +27.0% | -20.3% | +4.7% |
| 3M | +3.0% | +32.6% | -29.7% | +0.1% |
| 6M | +48.0% | +23.6% | +24.4% | +45.9% |
| YTD | +20.0% | +47.8% | -27.8% | +10.8% |
| 1Y | +37.9% | +21.3% | +16.6% | +35.2% |
| All | +37.9% | +20.2% | +17.7% | +35.2% |
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