+521.2%
ELV vs CNH
+42.8%
+478.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -1.1% | +6.7% | -7.7% | -2.7% |
| 30D | +1.8% | +7.2% | -5.5% | -0.1% |
| 3M | +10.5% | +17.5% | -7.0% | +5.5% |
| 6M | +13.5% | +15.0% | -1.5% | +7.9% |
| YTD | +24.3% | +36.8% | -12.5% | +12.7% |
| 1Y | +38.9% | +27.6% | +11.3% | +28.0% |
| 3Y | -1.5% | +34.3% | -35.8% | -13.4% |
| 5Y | +7.3% | -12.2% | +19.5% | +2.3% |
| 10Y | +268.7% | +113.9% | +154.9% | +159.3% |
| All | +521.2% | +42.8% | +478.3% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling