+2,930.0%
CLS vs ELAN
-27.0%
+2,956.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | +20.1% | -4.6% | +24.7% | +21.9% |
| 30D | +6.0% | +5.7% | +0.3% | +3.5% |
| 3M | -10.3% | -3.9% | -6.4% | -9.9% |
| 6M | +24.5% | -1.6% | +26.1% | +23.1% |
| YTD | +12.9% | +4.1% | +8.8% | +9.1% |
| 1Y | +36.7% | +25.5% | +11.1% | +23.3% |
| 3Y | +1,328.1% | +103.2% | +1,224.9% | +896.5% |
| 5Y | +3,682.3% | -29.8% | +3,712.1% | +3,864.2% |
| All | +2,930.0% | -27.0% | +2,956.9% | +2,428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling