+78.7%
CNP vs ELAN
-27.0%
+105.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +0.7% | -4.6% | +5.2% | +1.4% |
| 30D | -0.1% | +5.7% | -5.8% | -1.1% |
| 3M | -5.6% | -3.9% | -1.7% | -5.4% |
| 6M | -7.5% | -1.6% | -5.9% | -8.5% |
| YTD | +5.5% | +4.1% | +1.4% | +3.1% |
| 1Y | +8.3% | +25.5% | -17.2% | +1.8% |
| 3Y | +51.8% | +103.2% | -51.4% | +21.0% |
| 5Y | +69.9% | -29.8% | +99.7% | +84.8% |
| All | +78.7% | -27.0% | +105.7% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling