-10.0%
CEG vs ELAN
+25.6%
-35.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -4.8% | -5.4% | +0.7% | -3.4% |
| 30D | +2.3% | +4.7% | -2.4% | +1.2% |
| 3M | +15.6% | -3.7% | +19.3% | +15.9% |
| 6M | -5.0% | -1.2% | -3.8% | -6.1% |
| YTD | -19.0% | +2.4% | -21.4% | -20.5% |
| 1Y | -10.0% | +23.4% | -33.3% | -15.0% |
| All | -10.0% | +25.6% | -35.5% | -15.0% |
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