+521.9%
CAT vs ELAN
-25.7%
+547.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | +5.6% | +0.3% | +5.3% | +5.5% |
| 30D | -2.3% | +8.4% | -10.7% | -4.5% |
| 3M | -10.0% | +1.2% | -11.2% | -10.8% |
| 6M | +21.2% | +2.6% | +18.6% | +19.0% |
| YTD | +44.4% | +5.9% | +38.5% | +40.8% |
| 1Y | +96.3% | +25.8% | +70.5% | +82.8% |
| 3Y | +203.9% | +106.8% | +97.1% | +133.5% |
| 5Y | +333.5% | -29.3% | +362.8% | +341.9% |
| All | +521.9% | -25.7% | +547.6% | +462.2% |
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