+39.9%
ELV vs CP
+35.2%
+4.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.5% | +4.3% |
| 7D | +4.8% | +5.6% | -0.8% | +3.8% |
| 30D | +10.1% | +10.0% | 0.0% | +8.4% |
| 3M | +15.4% | +4.4% | +11.0% | +14.3% |
| 6M | +17.7% | +14.1% | +3.7% | +14.3% |
| YTD | +25.7% | +29.1% | -3.4% | +15.3% |
| 1Y | +39.9% | +34.6% | +5.3% | +24.9% |
| All | +39.9% | +35.2% | +4.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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