+1,249.5%
CLS vs ELAN
+96.4%
+1,153.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.8% |
| 7D | +5.0% | -6.4% | +11.4% | +6.6% |
| 30D | +4.8% | +0.6% | +4.2% | +4.2% |
| 3M | -10.4% | 0.0% | -10.3% | -10.9% |
| 6M | +20.8% | -3.4% | +24.2% | +20.7% |
| YTD | +10.0% | +1.0% | +9.0% | +8.5% |
| 1Y | +28.5% | +24.7% | +3.8% | +20.0% |
| All | +1,249.5% | +96.4% | +1,153.1% | +867.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling