+28.3%
CL vs ELAN
-30.4%
+58.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.4% |
| 7D | -2.3% | -4.6% | +2.3% | -2.1% |
| 30D | -5.5% | +5.7% | -11.2% | -5.7% |
| 3M | +0.8% | -3.9% | +4.7% | +0.9% |
| 6M | -4.2% | -1.6% | -2.6% | -4.4% |
| YTD | +13.4% | +4.1% | +9.4% | +12.9% |
| 1Y | +7.1% | +25.5% | -18.5% | +5.8% |
| 3Y | +29.0% | +103.2% | -74.2% | +23.7% |
| 5Y | +28.3% | -29.8% | +58.1% | +27.9% |
| All | +28.3% | -30.4% | +58.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling