+33.5%
ELV vs CP
+31.6%
+1.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +1.0% | +2.1% | -1.2% | +0.6% |
| 30D | +0.4% | +9.3% | -9.0% | -0.9% |
| 3M | +8.4% | +0.5% | +7.9% | +8.1% |
| 6M | +8.4% | +10.4% | -2.0% | +6.3% |
| YTD | +24.4% | +28.7% | -4.3% | +14.9% |
| 1Y | +33.5% | +33.2% | +0.3% | +19.9% |
| All | +33.5% | +31.6% | +1.9% | +19.9% |
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