+2,497.1%
ELV vs CP
+3,947.6%
-1,450.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.4% |
| 7D | +1.1% | +2.8% | -1.7% | +0.3% |
| 30D | +1.3% | +11.3% | -10.0% | -2.1% |
| 3M | +6.6% | +2.9% | +3.7% | +5.4% |
| 6M | +11.6% | +9.8% | +1.8% | +7.9% |
| YTD | +21.1% | +28.5% | -7.5% | +10.8% |
| 1Y | +34.2% | +33.5% | +0.7% | +21.4% |
| 3Y | -2.9% | +31.9% | -34.9% | -13.4% |
| 5Y | +4.6% | +25.5% | -20.9% | -6.7% |
| 10Y | +272.8% | +257.6% | +15.3% | +136.5% |
| All | +2,497.1% | +3,947.6% | -1,450.6% | +704.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling