+8.3%
CL vs ELAN
+21.9%
-13.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | -2.4% | -6.4% | +4.0% | -2.1% |
| 30D | -4.8% | +0.6% | -5.3% | -4.8% |
| 3M | -1.7% | 0.0% | -1.7% | -1.8% |
| 6M | -3.8% | -3.4% | -0.4% | -4.1% |
| YTD | +13.3% | +1.0% | +12.2% | +13.0% |
| 1Y | +8.3% | +24.7% | -16.4% | +8.6% |
| All | +8.3% | +21.9% | -13.6% | +8.6% |
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 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