+270.2%
ELV vs CPB
-45.5%
+315.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.2% | +5.9% |
| 7D | +0.4% | -5.4% | +5.8% | +1.6% |
| 30D | +6.7% | -7.8% | +14.5% | +8.4% |
| 3M | +3.0% | -6.9% | +9.9% | +4.2% |
| 6M | +48.0% | -12.2% | +60.1% | +51.2% |
| YTD | +20.0% | -21.1% | +41.1% | +25.6% |
| 1Y | +37.9% | -33.5% | +71.4% | +50.3% |
| 3Y | -2.8% | -43.2% | +40.3% | +8.9% |
| 5Y | +24.8% | -40.9% | +65.7% | +38.4% |
| All | +270.2% | -45.5% | +315.6% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling