-0.8%
CRM vs ELAN
-30.9%
+30.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.7% |
| 7D | -4.4% | -5.4% | +1.0% | -3.5% |
| 30D | +28.1% | +4.7% | +23.4% | +26.8% |
| 3M | +48.8% | -3.7% | +52.5% | +49.2% |
| 6M | +28.3% | -1.2% | +29.4% | +26.4% |
| YTD | -6.0% | +2.4% | -8.4% | -8.4% |
| 1Y | +1.4% | +23.4% | -21.9% | -5.6% |
| 3Y | +11.8% | +96.7% | -84.8% | -15.1% |
| All | -0.8% | -30.9% | +30.1% | +32.6% |
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 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