+179.3%
COR vs ELAN
-30.9%
+210.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -2.8% | -5.4% | +2.6% | -2.7% |
| 30D | +2.6% | +4.7% | -2.1% | +2.5% |
| 3M | +14.5% | -3.7% | +18.1% | +14.5% |
| 6M | -7.8% | -1.2% | -6.6% | -7.9% |
| YTD | -4.2% | +2.4% | -6.6% | -4.5% |
| 1Y | +7.0% | +23.4% | -16.4% | +5.8% |
| 3Y | +85.5% | +96.7% | -11.2% | +77.0% |
| All | +179.3% | -30.9% | +210.2% | +206.8% |
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