-63.4%
CCL vs ELAN
-27.0%
-36.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.9% |
| 3M | -17.7% | -3.9% | -13.8% | -16.6% |
| 6M | -13.0% | -1.6% | -11.4% | -13.7% |
| YTD | -24.5% | +4.1% | -28.5% | -27.5% |
| 1Y | -26.9% | +25.5% | -52.5% | -37.6% |
| 3Y | +50.8% | +103.2% | -52.4% | -18.8% |
| 5Y | -0.9% | -29.8% | +28.9% | +16.5% |
| All | -63.4% | -27.0% | -36.4% | -67.8% |
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