-63.3%
CCL vs ELAN
-28.2%
-35.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.5% |
| 7D | -3.2% | -5.4% | +2.2% | -0.2% |
| 30D | -17.8% | +4.7% | -22.5% | -20.0% |
| 3M | -18.7% | -3.7% | -15.0% | -17.9% |
| 6M | -11.4% | -1.2% | -10.2% | -12.4% |
| YTD | -24.3% | +2.4% | -26.7% | -26.7% |
| 1Y | -28.8% | +23.4% | -52.2% | -38.6% |
| 3Y | +49.3% | +96.7% | -47.4% | -17.9% |
| 5Y | +1.6% | -30.6% | +32.2% | +20.1% |
| All | -63.3% | -28.2% | -35.2% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling