+75.8%
CNP vs ELAN
-28.2%
+103.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -1.4% | -5.4% | +4.0% | -0.5% |
| 30D | -2.9% | +4.7% | -7.6% | -3.8% |
| 3M | -7.5% | -3.7% | -3.9% | -7.3% |
| 6M | -7.9% | -1.2% | -6.7% | -9.0% |
| YTD | +3.7% | +2.4% | +1.4% | +1.6% |
| 1Y | +4.6% | +23.4% | -18.8% | -1.4% |
| 3Y | +49.1% | +96.7% | -47.6% | +19.8% |
| 5Y | +69.2% | -30.6% | +99.8% | +84.2% |
| All | +75.8% | -28.2% | +103.9% | +54.5% |
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