+173.2%
CB vs ELAN
-25.7%
+198.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.1% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -3.9% | +8.4% | -12.3% | -5.2% |
| 3M | +4.9% | +1.2% | +3.7% | +4.2% |
| 6M | +3.3% | +2.6% | +0.6% | +1.6% |
| YTD | +8.5% | +5.9% | +2.6% | +5.9% |
| 1Y | +22.1% | +25.8% | -3.8% | +15.2% |
| 3Y | +70.1% | +106.8% | -36.7% | +37.1% |
| 5Y | +97.4% | -29.3% | +126.7% | +114.8% |
| All | +173.2% | -25.7% | +198.9% | +152.7% |
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