+255.8%
ELV vs CP
+257.3%
-1.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +1.0% | +2.1% | -1.2% | +0.1% |
| 30D | +0.4% | +9.3% | -9.0% | -3.2% |
| 3M | +8.4% | +0.5% | +7.9% | +7.9% |
| 6M | +8.4% | +10.4% | -2.0% | +3.6% |
| YTD | +24.4% | +28.7% | -4.3% | +10.9% |
| 1Y | +33.5% | +33.2% | +0.3% | +17.3% |
| 3Y | -2.1% | +38.4% | -40.5% | -17.8% |
| 5Y | +5.8% | +26.2% | -20.4% | -10.0% |
| All | +255.8% | +257.3% | -1.5% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling