+2,419.4%
ELV vs CPB
+58.3%
+2,361.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.7% |
| 7D | +3.3% | -8.6% | +11.9% | +6.1% |
| 30D | +4.2% | -7.2% | +11.4% | +6.4% |
| 3M | -0.1% | +0.9% | -1.0% | -1.0% |
| 6M | +41.3% | -11.8% | +53.1% | +45.4% |
| YTD | +17.4% | -19.4% | +36.8% | +24.1% |
| 1Y | +35.1% | -30.4% | +65.4% | +49.5% |
| 3Y | -3.2% | -40.2% | +36.9% | +10.8% |
| 5Y | +15.6% | -39.5% | +55.1% | +30.5% |
| 10Y | +276.8% | -47.4% | +324.2% | +330.0% |
| All | +2,419.4% | +58.3% | +2,361.1% | +1,527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling