+14.5%
ELV vs CPB
-38.1%
+52.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -2.2% | -8.0% | +5.8% | -0.5% |
| 30D | -0.2% | -2.4% | +2.2% | +0.1% |
| 3M | -6.1% | +0.5% | -6.6% | -6.7% |
| 6M | +42.8% | -10.5% | +53.3% | +45.9% |
| YTD | +14.4% | -17.5% | +31.9% | +19.1% |
| 1Y | +28.6% | -31.0% | +59.6% | +40.9% |
| 3Y | -7.4% | -40.6% | +33.2% | +4.2% |
| 5Y | +14.5% | -37.7% | +52.2% | +28.3% |
| All | +14.5% | -38.1% | +52.6% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling