+39.9%
ELV vs CRS
-3.8%
+43.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.0% |
| 7D | +4.8% | +4.3% | +0.4% | +4.7% |
| 30D | +10.1% | -25.5% | +35.5% | +10.5% |
| 3M | +15.4% | -48.7% | +64.1% | +17.8% |
| 6M | +17.7% | -31.6% | +49.4% | +17.5% |
| YTD | +25.7% | -7.0% | +32.7% | +19.0% |
| 1Y | +39.9% | -4.5% | +44.4% | +30.2% |
| All | +39.9% | -3.8% | +43.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling