-5.6%
COST vs ELAN
+25.6%
-31.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | -1.2% | -5.4% | +4.2% | -1.3% |
| 30D | -4.7% | +4.7% | -9.4% | -4.5% |
| 3M | -7.1% | -3.7% | -3.5% | -7.1% |
| 6M | -8.5% | -1.2% | -7.3% | -8.1% |
| YTD | +5.4% | +2.4% | +3.0% | +5.9% |
| 1Y | -5.6% | +23.4% | -29.0% | -1.2% |
| All | -5.6% | +25.6% | -31.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling