-6.1%
CI vs ELAN
+25.6%
-31.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -0.1% | -5.4% | +5.4% | +0.2% |
| 30D | +1.8% | +4.7% | -2.9% | +1.6% |
| 3M | -4.2% | -3.7% | -0.6% | -4.3% |
| 6M | +8.8% | -1.2% | +10.0% | +8.1% |
| YTD | +3.7% | +2.4% | +1.4% | +2.0% |
| 1Y | -6.1% | +23.4% | -29.5% | -9.3% |
| All | -6.1% | +25.6% | -31.7% | -9.3% |
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