+522.1%
CDNS vs ELAN
-27.0%
+549.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.6% |
| 7D | -7.2% | -4.6% | -2.6% | -6.1% |
| 30D | -14.3% | +5.7% | -20.0% | -15.6% |
| 3M | -27.2% | -3.9% | -23.3% | -27.0% |
| 6M | -4.5% | -1.6% | -2.9% | -5.7% |
| YTD | -9.0% | +4.1% | -13.0% | -11.4% |
| 1Y | -21.3% | +25.5% | -46.9% | -27.4% |
| 3Y | +19.6% | +103.2% | -83.6% | -9.8% |
| 5Y | +71.5% | -29.8% | +101.3% | +79.5% |
| All | +522.1% | -27.0% | +549.1% | +487.7% |
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 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