+16.4%
ELV vs CP
+34.0%
-17.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.8% |
| 30D | +2.0% | -0.5% | +2.5% | +2.0% |
| 3M | -3.5% | +1.4% | -4.9% | -4.0% |
| 6M | +40.2% | +10.3% | +29.9% | +36.3% |
| YTD | +15.8% | +24.3% | -8.5% | +8.8% |
| 1Y | +33.2% | +20.4% | +12.7% | +26.0% |
| 3Y | -6.2% | +21.8% | -28.0% | -12.7% |
| 5Y | +16.4% | +31.5% | -15.1% | +1.3% |
| All | +16.4% | +34.0% | -17.6% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling