-13.0%
CCL vs ELAN
+1.9%
-15.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.2% |
| 7D | -4.4% | -4.6% | +0.2% | -1.9% |
| 30D | -18.2% | +5.7% | -23.9% | -20.7% |
| 3M | -17.7% | -3.9% | -13.8% | -16.8% |
| 6M | -13.0% | -1.6% | -11.4% | -15.4% |
| All | -13.0% | +1.9% | -15.0% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling