-2.1%
ELV vs CPB
-35.1%
+33.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | +1.0% | -1.6% | +2.5% | +1.2% |
| 30D | +0.4% | +19.2% | -18.8% | -2.4% |
| 3M | +8.4% | -0.9% | +9.3% | +8.3% |
| 6M | +8.4% | +15.2% | -6.8% | +5.3% |
| YTD | +24.4% | -13.1% | +37.4% | +27.5% |
| 1Y | +33.5% | -22.4% | +55.9% | +40.8% |
| 3Y | -2.1% | -35.3% | +33.2% | +8.5% |
| All | -2.1% | -35.1% | +33.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling