-6.2%
ELV vs CPB
-40.5%
+34.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.7% |
| 7D | -0.3% | -8.2% | +8.0% | +1.1% |
| 30D | +2.0% | -5.6% | +7.6% | +2.8% |
| 3M | -3.5% | +3.0% | -6.5% | -4.3% |
| 6M | +40.2% | -12.7% | +52.9% | +43.4% |
| YTD | +15.8% | -18.0% | +33.8% | +19.8% |
| 1Y | +33.2% | -31.7% | +64.9% | +44.1% |
| 3Y | -6.2% | -41.0% | +34.7% | +4.1% |
| All | -6.2% | -40.5% | +34.3% | +4.1% |
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 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