+175.4%
CB vs ELAN
-28.2%
+203.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -0.7% | -5.4% | +4.7% | +0.2% |
| 30D | -1.2% | +4.7% | -5.9% | -2.0% |
| 3M | +3.8% | -3.7% | +7.4% | +4.0% |
| 6M | +5.8% | -1.2% | +6.9% | +4.6% |
| YTD | +9.4% | +2.4% | +7.0% | +7.3% |
| 1Y | +20.7% | +23.4% | -2.7% | +14.2% |
| 3Y | +70.1% | +96.7% | -26.6% | +38.3% |
| 5Y | +101.4% | -30.6% | +131.9% | +119.0% |
| All | +175.4% | -28.2% | +203.5% | +155.9% |
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