+73.4%
CMS vs ELAN
-28.2%
+101.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.9% |
| 7D | -1.9% | -5.4% | +3.5% | -1.3% |
| 30D | -4.1% | +4.7% | -8.8% | -4.6% |
| 3M | -7.1% | -3.7% | -3.4% | -6.9% |
| 6M | -10.1% | -1.2% | -8.9% | -10.6% |
| YTD | -1.7% | +2.4% | -4.1% | -2.8% |
| 1Y | -3.4% | +23.4% | -26.8% | -6.6% |
| 3Y | +31.6% | +96.7% | -65.1% | +15.7% |
| 5Y | +23.3% | -30.6% | +53.9% | +26.6% |
| All | +73.4% | -28.2% | +101.5% | +56.0% |
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 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