+213.9%
CAT vs ELAN
-18.8%
+232.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +7.4% | +4.0% | +3.4% | +6.6% |
| 30D | -19.7% | +18.8% | -38.4% | -22.7% |
| 3M | -29.6% | +19.0% | -48.6% | -32.4% |
| 6M | -33.2% | +22.8% | -56.0% | -36.5% |
| YTD | +5.7% | +18.3% | -12.7% | +0.9% |
| 1Y | +9.3% | +21.8% | -12.4% | +3.7% |
| 3Y | +158.3% | +153.8% | +4.5% | +100.2% |
| All | +213.9% | -18.8% | +232.8% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling