+52.7%
CL vs ELAN
-28.2%
+80.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.4% |
| 7D | -2.2% | -5.4% | +3.2% | -1.8% |
| 30D | -6.0% | +4.7% | -10.7% | -6.4% |
| 3M | -2.3% | -3.7% | +1.3% | -2.2% |
| 6M | -2.0% | -1.2% | -0.8% | -2.4% |
| YTD | +11.8% | +2.4% | +9.5% | +11.0% |
| 1Y | +5.8% | +23.4% | -17.5% | +3.3% |
| 3Y | +25.9% | +96.7% | -70.8% | +15.0% |
| 5Y | +26.9% | -30.6% | +57.5% | +31.3% |
| All | +52.7% | -28.2% | +80.9% | +45.2% |
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