+205.9%
CB vs ELAN
-17.0%
+222.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +2.9% | +4.0% | -1.1% | +2.3% |
| 30D | +7.3% | +18.8% | -11.5% | +4.3% |
| 3M | +9.4% | +19.0% | -9.6% | +6.2% |
| 6M | +19.6% | +22.8% | -3.2% | +14.8% |
| YTD | +21.5% | +18.3% | +3.1% | +16.3% |
| 1Y | +28.0% | +21.8% | +6.2% | +21.8% |
| 3Y | +74.9% | +153.8% | -79.0% | +35.8% |
| 5Y | +108.1% | -18.9% | +127.1% | +120.4% |
| All | +205.9% | -17.0% | +222.8% | +177.5% |
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