+55.1%
CI vs ELAN
-28.2%
+83.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -0.1% | -5.4% | +5.4% | +0.9% |
| 30D | +1.8% | +4.7% | -2.9% | +0.8% |
| 3M | -4.2% | -3.7% | -0.6% | -4.1% |
| 6M | +8.8% | -1.2% | +10.0% | +7.5% |
| YTD | +3.7% | +2.4% | +1.4% | +1.6% |
| 1Y | -6.1% | +23.4% | -29.5% | -11.7% |
| 3Y | +4.5% | +96.7% | -92.2% | -17.0% |
| 5Y | +50.5% | -30.6% | +81.1% | +66.4% |
| All | +55.1% | -28.2% | +83.2% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling