+49.3%
CCL vs ELAN
+99.1%
-49.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.8% |
| 7D | -3.2% | -5.4% | +2.2% | -1.4% |
| 30D | -17.8% | +4.7% | -22.5% | -19.1% |
| 3M | -18.7% | -3.7% | -15.0% | -18.0% |
| 6M | -11.4% | -1.2% | -10.2% | -11.6% |
| YTD | -24.3% | +2.4% | -26.7% | -25.2% |
| 1Y | -28.8% | +23.4% | -52.2% | -33.7% |
| 3Y | +49.3% | +96.7% | -47.4% | +2.4% |
| All | +49.3% | +99.1% | -49.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling