+2,419.4%
ELV vs CP
+3,834.5%
-1,415.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +3.3% | -2.7% | +6.0% | +4.1% |
| 30D | +4.2% | +0.2% | +4.0% | +4.0% |
| 3M | -0.1% | +2.6% | -2.6% | -1.1% |
| 6M | +41.3% | +6.0% | +35.3% | +38.0% |
| YTD | +17.4% | +24.9% | -7.5% | +8.5% |
| 1Y | +35.1% | +20.1% | +15.0% | +26.4% |
| 3Y | -3.2% | +16.4% | -19.6% | -10.1% |
| 5Y | +15.6% | +31.7% | -16.1% | +1.5% |
| 10Y | +276.8% | +223.9% | +52.9% | +146.2% |
| All | +2,419.4% | +3,834.5% | -1,415.1% | +688.1% |
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