+604.3%
CEG vs ELAN
-13.9%
+618.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -4.8% | -5.4% | +0.7% | -3.9% |
| 30D | +2.3% | +4.7% | -2.4% | +1.6% |
| 3M | +15.6% | -3.7% | +19.3% | +16.0% |
| 6M | -5.0% | -1.2% | -3.8% | -5.4% |
| YTD | -19.0% | +2.4% | -21.4% | -19.9% |
| 1Y | -10.0% | +23.4% | -33.3% | -13.4% |
| 3Y | +163.9% | +96.7% | +67.3% | +126.9% |
| All | +604.3% | -13.9% | +618.2% | +597.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling