+49.2%
CNP vs ELAN
+96.4%
-47.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | -2.2% | -6.4% | +4.2% | -1.9% |
| 30D | -2.1% | +0.6% | -2.6% | -2.1% |
| 3M | -7.9% | 0.0% | -7.9% | -8.0% |
| 6M | -8.3% | -3.4% | -4.9% | -8.5% |
| YTD | +3.8% | +1.0% | +2.8% | +3.4% |
| 1Y | +5.9% | +24.7% | -18.8% | +4.4% |
| All | +49.2% | +96.4% | -47.2% | +37.4% |
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 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