+16.4%
ELV vs CNH
+7.1%
+9.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.7% |
| 7D | -0.3% | +8.8% | -9.1% | -1.4% |
| 30D | +2.0% | +24.7% | -22.7% | -0.9% |
| 3M | -3.5% | +27.3% | -30.8% | -6.7% |
| 6M | +40.2% | +23.2% | +17.0% | +35.7% |
| YTD | +15.8% | +48.9% | -33.1% | +8.9% |
| 1Y | +33.2% | +19.4% | +13.8% | +28.9% |
| 3Y | -6.2% | +7.8% | -14.0% | -8.8% |
| 5Y | +16.4% | +8.7% | +7.7% | +8.0% |
| All | +16.4% | +7.1% | +9.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling