+35.0%
CAH vs ELAN
+13.9%
+21.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.5% | +3.3% |
| 7D | +7.0% | +11.7% | -4.7% | +5.9% |
| 30D | +12.4% | +12.4% | -0.1% | +11.1% |
| 3M | +12.2% | -1.1% | +13.3% | +11.9% |
| 6M | +33.2% | +12.4% | +20.8% | +31.7% |
| YTD | +28.4% | +11.8% | +16.5% | +27.8% |
| 1Y | +35.0% | +12.5% | +22.6% | +34.6% |
| All | +35.0% | +13.9% | +21.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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