-2.9%
ELV vs CP
+30.2%
-33.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | +1.1% | +2.8% | -1.7% | +0.6% |
| 30D | +1.3% | +11.3% | -10.0% | -0.5% |
| 3M | +6.6% | +2.9% | +3.7% | +5.9% |
| 6M | +11.6% | +9.8% | +1.8% | +9.4% |
| YTD | +21.1% | +28.5% | -7.5% | +14.6% |
| 1Y | +34.2% | +33.5% | +0.7% | +26.2% |
| 3Y | -2.9% | +31.9% | -34.9% | -5.7% |
| All | -2.9% | +30.2% | -33.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling