+112.4%
CME vs ELAN
-28.2%
+140.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -1.6% | -5.4% | +3.8% | -0.9% |
| 30D | +5.6% | +4.7% | +0.9% | +4.9% |
| 3M | +5.6% | -3.7% | +9.2% | +5.7% |
| 6M | -8.3% | -1.2% | -7.1% | -9.0% |
| YTD | +4.3% | +2.4% | +1.9% | +2.8% |
| 1Y | +9.1% | +23.4% | -14.3% | +4.4% |
| 3Y | +52.1% | +96.7% | -44.6% | +28.0% |
| 5Y | +79.7% | -30.6% | +110.3% | +99.3% |
| All | +112.4% | -28.2% | +140.6% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling