+1.5%
CARR vs ELAN
+99.1%
-97.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | -3.8% | -5.4% | +1.7% | -2.6% |
| 30D | -8.9% | +4.7% | -13.6% | -9.9% |
| 3M | -17.3% | -3.7% | -13.7% | -17.0% |
| 6M | -1.4% | -1.2% | -0.2% | -1.9% |
| YTD | +10.0% | +2.4% | +7.6% | +8.6% |
| 1Y | -6.4% | +23.4% | -29.7% | -10.6% |
| 3Y | +1.5% | +96.7% | -95.1% | -16.8% |
| All | +1.5% | +99.1% | -97.5% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling