+486.8%
ELV vs CNH
+64.7%
+422.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -2.7% |
| 7D | +3.3% | +23.3% | -20.0% | -1.6% |
| 30D | +4.2% | +33.5% | -29.3% | -2.7% |
| 3M | -0.1% | +32.7% | -32.8% | -7.0% |
| 6M | +41.3% | +22.2% | +19.1% | +33.0% |
| YTD | +17.4% | +57.7% | -40.3% | +3.8% |
| 1Y | +35.1% | +28.0% | +7.1% | +25.3% |
| 3Y | -3.2% | +11.5% | -14.8% | -9.8% |
| 5Y | +15.6% | +11.9% | +3.7% | +4.3% |
| 10Y | +276.8% | +162.8% | +114.0% | +155.9% |
| All | +486.8% | +64.7% | +422.1% | +319.8% |
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