+2,353.8%
ELV vs CRS
+6,106.2%
-3,752.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -0.2% | -18.1% | +17.9% | +3.5% |
| 3M | -6.1% | -12.4% | +6.3% | -4.3% |
| 6M | +42.8% | +15.9% | +26.9% | +37.2% |
| YTD | +14.4% | +45.8% | -31.4% | +4.5% |
| 1Y | +28.6% | +87.8% | -59.1% | +11.0% |
| 3Y | -7.4% | +648.7% | -656.1% | -42.5% |
| 5Y | +14.5% | +1,416.6% | -1,402.2% | -41.5% |
| 10Y | +257.4% | +1,412.7% | -1,155.3% | +62.4% |
| All | +2,353.8% | +6,106.2% | -3,752.4% | +644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling