+34.0%
CDE vs ELAN
+25.6%
+8.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -3.1% | -5.4% | +2.3% | -0.6% |
| 30D | +9.5% | +4.7% | +4.8% | +7.4% |
| 3M | +25.5% | -3.7% | +29.1% | +27.3% |
| 6M | -7.9% | -1.2% | -6.7% | -8.6% |
| YTD | +15.6% | +2.4% | +13.2% | +16.5% |
| 1Y | +34.0% | +23.4% | +10.7% | +33.7% |
| All | +34.0% | +25.6% | +8.5% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling