+639.7%
CEG vs ELAN
-10.9%
+650.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | +6.7% | +0.3% | +6.4% | +6.7% |
| 30D | +11.0% | +8.4% | +2.6% | +9.5% |
| 3M | +19.5% | +1.2% | +18.3% | +18.9% |
| 6M | -5.9% | +2.6% | -8.5% | -6.9% |
| YTD | -15.0% | +5.9% | -20.9% | -16.3% |
| 1Y | +0.6% | +25.8% | -25.2% | -3.6% |
| 3Y | +180.6% | +106.8% | +73.8% | +139.2% |
| All | +639.7% | -10.9% | +650.6% | +628.0% |
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 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