+3,860.6%
CLS vs ELAN
-30.9%
+3,891.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.2% | +6.2% |
| 7D | +10.9% | -5.4% | +16.4% | +12.6% |
| 30D | +2.1% | +4.7% | -2.6% | +0.4% |
| 3M | -10.2% | -3.7% | -6.5% | -9.8% |
| 6M | +30.4% | -1.2% | +31.6% | +29.2% |
| YTD | +17.2% | +2.4% | +14.8% | +14.7% |
| 1Y | +41.0% | +23.4% | +17.6% | +30.5% |
| 3Y | +1,338.0% | +96.7% | +1,241.3% | +976.8% |
| All | +3,860.6% | -30.9% | +3,891.5% | +4,105.6% |
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 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