+107.8%
CB vs ELAN
-18.8%
+126.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +2.9% | +4.0% | -1.1% | +2.7% |
| 30D | +7.3% | +18.8% | -11.5% | +6.2% |
| 3M | +9.4% | +19.0% | -9.6% | +8.2% |
| 6M | +19.6% | +22.8% | -3.2% | +17.8% |
| YTD | +21.5% | +18.3% | +3.1% | +19.5% |
| 1Y | +28.0% | +21.8% | +6.2% | +25.6% |
| 3Y | +74.9% | +153.8% | -79.0% | +56.5% |
| All | +107.8% | -18.8% | +126.6% | +138.1% |
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