-7.1%
CMG vs ELAN
+99.1%
-106.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -2.1% | -5.4% | +3.4% | -1.3% |
| 30D | +10.9% | +4.7% | +6.2% | +10.2% |
| 3M | +15.8% | -3.7% | +19.5% | +16.3% |
| 6M | +6.9% | -1.2% | +8.1% | +6.5% |
| YTD | -2.2% | +2.4% | -4.5% | -3.2% |
| 1Y | -7.1% | +23.4% | -30.5% | -10.6% |
| 3Y | -7.1% | +96.7% | -103.8% | -20.0% |
| All | -7.1% | +99.1% | -106.2% | -20.0% |
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 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