+4.6%
CNP vs ELAN
+25.6%
-21.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -1.4% | -5.4% | +4.0% | -1.5% |
| 30D | -2.9% | +4.7% | -7.6% | -2.9% |
| 3M | -7.5% | -3.7% | -3.9% | -7.6% |
| 6M | -7.9% | -1.2% | -6.7% | -7.8% |
| YTD | +3.7% | +2.4% | +1.4% | +3.9% |
| 1Y | +4.6% | +23.4% | -18.8% | +7.0% |
| All | +4.6% | +25.6% | -21.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling