+7.3%
ELV vs CNH
-12.6%
+19.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +3.2% |
| 7D | +3.8% | +4.5% | -0.7% | +3.2% |
| 30D | +4.1% | +7.6% | -3.5% | +3.1% |
| 3M | +8.5% | +17.0% | -8.5% | +6.0% |
| 6M | +14.6% | +12.9% | +1.7% | +12.0% |
| YTD | +24.4% | +34.3% | -9.9% | +18.3% |
| 1Y | +44.2% | +28.5% | +15.7% | +38.0% |
| 3Y | -1.4% | +31.9% | -33.3% | -8.0% |
| All | +7.3% | -12.6% | +19.9% | +6.6% |
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