+905.6%
CCJ vs ELAN
-29.1%
+934.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.2% |
| 7D | -3.2% | -6.4% | +3.2% | -1.5% |
| 30D | -1.3% | +0.6% | -1.9% | -1.5% |
| 3M | +2.5% | 0.0% | +2.6% | +1.9% |
| 6M | -18.9% | -3.4% | -15.4% | -19.0% |
| YTD | +6.5% | +1.0% | +5.5% | +4.9% |
| 1Y | +22.8% | +24.7% | -1.9% | +14.1% |
| 3Y | +164.5% | +97.2% | +67.2% | +97.1% |
| 5Y | +303.7% | -31.5% | +335.2% | +327.8% |
| All | +905.6% | -29.1% | +934.7% | +895.0% |
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 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