+327.9%
CAT vs ELAN
-31.8%
+359.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.7% |
| 7D | +0.6% | -6.4% | +7.0% | +2.0% |
| 30D | -4.5% | +0.6% | -5.1% | -4.8% |
| 3M | -5.8% | 0.0% | -5.8% | -6.2% |
| 6M | +12.7% | -3.4% | +16.2% | +12.5% |
| YTD | +41.4% | +1.0% | +40.4% | +39.9% |
| 1Y | +92.1% | +24.7% | +67.3% | +81.9% |
| 3Y | +197.5% | +97.2% | +100.2% | +142.9% |
| 5Y | +327.9% | -31.5% | +359.4% | +310.3% |
| All | +327.9% | -31.8% | +359.8% | +310.3% |
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 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