+518.9%
CAT vs ELAN
-28.2%
+547.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +0.6% | -5.4% | +6.0% | +2.0% |
| 30D | -4.3% | +4.7% | -9.0% | -5.6% |
| 3M | -8.6% | -3.7% | -5.0% | -8.3% |
| 6M | +16.1% | -1.2% | +17.3% | +15.0% |
| YTD | +43.8% | +2.4% | +41.4% | +41.3% |
| 1Y | +91.5% | +23.4% | +68.1% | +79.2% |
| 3Y | +202.7% | +96.7% | +106.0% | +135.7% |
| 5Y | +335.1% | -30.6% | +365.7% | +345.2% |
| All | +518.9% | -28.2% | +547.1% | +464.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling