+94.1%
CRH vs ELAN
-30.9%
+125.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.7% |
| 7D | -6.1% | -5.4% | -0.6% | -4.8% |
| 30D | -9.3% | +4.7% | -14.0% | -10.3% |
| 3M | -15.2% | -3.7% | -11.5% | -14.7% |
| 6M | -14.2% | -1.2% | -13.0% | -14.7% |
| YTD | -28.3% | +2.4% | -30.6% | -29.2% |
| 1Y | -21.8% | +23.4% | -45.2% | -26.1% |
| 3Y | +71.6% | +96.7% | -25.1% | +37.3% |
| All | +94.1% | -30.9% | +125.0% | +103.3% |
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