+69.7%
CNP vs ELAN
-31.8%
+101.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.4% |
| 7D | -2.2% | -6.4% | +4.2% | -1.7% |
| 30D | -2.1% | +0.6% | -2.6% | -2.1% |
| 3M | -7.9% | 0.0% | -7.9% | -8.1% |
| 6M | -8.3% | -3.4% | -4.9% | -8.6% |
| YTD | +3.8% | +1.0% | +2.8% | +3.0% |
| 1Y | +5.9% | +24.7% | -18.8% | +3.2% |
| 3Y | +49.3% | +97.2% | -48.0% | +35.8% |
| All | +69.7% | -31.8% | +101.5% | +78.8% |
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