+431.9%
CAH vs ELAN
-28.2%
+460.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -5.1% | -5.4% | +0.3% | -4.3% |
| 30D | +0.2% | +4.7% | -4.5% | -0.5% |
| 3M | +6.3% | -3.7% | +10.0% | +6.6% |
| 6M | +9.4% | -1.2% | +10.6% | +8.6% |
| YTD | +15.0% | +2.4% | +12.6% | +13.4% |
| 1Y | +55.4% | +23.4% | +32.1% | +48.6% |
| 3Y | +173.8% | +96.7% | +77.1% | +130.1% |
| 5Y | +395.2% | -30.6% | +425.8% | +434.0% |
| All | +431.9% | -28.2% | +460.0% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling