+32.6%
CMS vs ELAN
+96.4%
-63.8%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -1.3% | -6.4% | +5.1% | -1.1% |
| 30D | -2.8% | +0.6% | -3.4% | -2.8% |
| 3M | -7.1% | 0.0% | -7.1% | -7.2% |
| 6M | -10.0% | -3.4% | -6.6% | -10.1% |
| YTD | -0.9% | +1.0% | -2.0% | -1.3% |
| 1Y | -2.0% | +24.7% | -26.7% | -3.2% |
| All | +32.6% | +96.4% | -63.8% | +19.0% |
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