+101.0%
CB vs ELAN
-31.8%
+132.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | -2.8% | -6.4% | +3.6% | -2.4% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | +2.8% | 0.0% | +2.8% | +2.6% |
| 6M | +4.8% | -3.4% | +8.2% | +4.5% |
| YTD | +9.2% | +1.0% | +8.1% | +8.4% |
| 1Y | +22.8% | +24.7% | -1.9% | +19.9% |
| 3Y | +71.1% | +97.2% | -26.1% | +56.1% |
| 5Y | +101.0% | -31.5% | +132.5% | +128.0% |
| All | +101.0% | -31.8% | +132.8% | +128.0% |
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