-29.6%
CLS vs ELAN
+13.9%
-43.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.0% | -12.1% | -9.6% |
| 7D | -21.1% | +11.7% | -32.9% | -22.9% |
| 30D | -38.2% | +12.4% | -50.7% | -39.8% |
| 3M | -36.3% | -1.1% | -35.2% | -35.6% |
| 6M | -43.8% | +12.4% | -56.2% | -45.9% |
| YTD | -20.0% | +11.8% | -31.9% | -22.0% |
| 1Y | -29.6% | +12.5% | -42.1% | -31.0% |
| All | -29.6% | +13.9% | -43.5% | -31.0% |
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