+2,567.9%
ELV vs CP
+3,937.3%
-1,369.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +3.8% | +2.8% | +1.0% | +2.9% |
| 30D | +4.1% | +11.0% | -6.9% | +0.7% |
| 3M | +8.5% | +3.8% | +4.7% | +7.0% |
| 6M | +14.6% | +9.5% | +5.1% | +10.9% |
| YTD | +24.4% | +28.2% | -3.8% | +13.9% |
| 1Y | +44.2% | +33.0% | +11.3% | +30.6% |
| 3Y | -1.4% | +35.5% | -37.0% | -12.8% |
| 5Y | +8.8% | +25.8% | -17.0% | -3.0% |
| 10Y | +268.4% | +250.7% | +17.6% | +135.0% |
| All | +2,567.9% | +3,937.3% | -1,369.4% | +727.1% |
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