+24.3%
CMS vs ELAN
-31.8%
+56.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -1.3% | -6.4% | +5.1% | -0.9% |
| 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% | -10.2% |
| YTD | -0.9% | +1.0% | -2.0% | -1.5% |
| 1Y | -2.0% | +24.7% | -26.7% | -4.0% |
| 3Y | +33.0% | +97.2% | -64.2% | +22.7% |
| 5Y | +24.3% | -31.5% | +55.8% | +18.4% |
| All | +24.3% | -31.8% | +56.1% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling