+76.4%
CL vs ELAN
-17.0%
+93.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.7% |
| 7D | +3.2% | +4.0% | -0.8% | +2.9% |
| 30D | +8.0% | +18.8% | -10.7% | +6.5% |
| 3M | +7.9% | +19.0% | -11.1% | +6.2% |
| 6M | +14.7% | +22.8% | -8.1% | +12.4% |
| YTD | +29.2% | +18.3% | +10.8% | +26.6% |
| 1Y | +29.5% | +21.8% | +7.8% | +26.6% |
| 3Y | +40.7% | +153.8% | -113.2% | +25.6% |
| 5Y | +43.9% | -18.9% | +62.8% | +46.8% |
| All | +76.4% | -17.0% | +93.3% | +65.6% |
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