+165.1%
CEG vs ELAN
+96.4%
+68.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.2% |
| 7D | +0.3% | -6.4% | +6.7% | +1.3% |
| 30D | +2.9% | +0.6% | +2.3% | +2.8% |
| 3M | +18.2% | 0.0% | +18.2% | +17.9% |
| 6M | -9.5% | -3.4% | -6.1% | -9.6% |
| YTD | -18.7% | +1.0% | -19.7% | -19.2% |
| 1Y | -10.1% | +24.7% | -34.8% | -13.0% |
| All | +165.1% | +96.4% | +68.7% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling