+85.5%
COR vs ELAN
+99.1%
-13.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -2.8% | -5.4% | +2.6% | -2.9% |
| 30D | +2.6% | +4.7% | -2.1% | +2.6% |
| 3M | +14.5% | -3.7% | +18.1% | +14.4% |
| 6M | -7.8% | -1.2% | -6.6% | -7.6% |
| YTD | -4.2% | +2.4% | -6.6% | -4.1% |
| 1Y | +7.0% | +23.4% | -16.4% | +6.9% |
| 3Y | +85.5% | +96.7% | -11.2% | +81.1% |
| All | +85.5% | +99.1% | -13.5% | +81.1% |
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