+4.6%
ELV vs CP
+27.1%
-22.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.2% |
| 7D | +1.1% | +2.8% | -1.7% | +0.5% |
| 30D | +1.3% | +11.3% | -10.0% | -1.1% |
| 3M | +6.6% | +2.9% | +3.7% | +5.7% |
| 6M | +11.6% | +9.8% | +1.8% | +8.8% |
| YTD | +21.1% | +28.5% | -7.5% | +13.0% |
| 1Y | +34.2% | +33.5% | +0.7% | +24.2% |
| 3Y | -2.9% | +31.9% | -34.9% | -11.2% |
| 5Y | +4.6% | +25.5% | -20.9% | -5.3% |
| All | +4.6% | +27.1% | -22.5% | -5.3% |
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