-8.5%
CCI vs ELAN
-29.1%
+20.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | -4.4% | -6.4% | +2.0% | -3.4% |
| 30D | +0.3% | +0.6% | -0.3% | +0.1% |
| 3M | -20.0% | 0.0% | -19.9% | -20.4% |
| 6M | -14.5% | -3.4% | -11.1% | -15.1% |
| YTD | -14.9% | +1.0% | -15.9% | -16.2% |
| 1Y | -17.7% | +24.7% | -42.4% | -22.1% |
| 3Y | -12.4% | +97.2% | -109.6% | -28.1% |
| 5Y | -50.1% | -31.5% | -18.6% | -49.1% |
| All | -8.5% | -29.1% | +20.6% | -18.9% |
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 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