+62.1%
CRM vs ELAN
-28.2%
+90.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.7% |
| 7D | -4.4% | -5.4% | +1.0% | -3.3% |
| 30D | +28.1% | +4.7% | +23.4% | +26.6% |
| 3M | +48.8% | -3.7% | +52.5% | +49.3% |
| 6M | +28.3% | -1.2% | +29.4% | +26.1% |
| YTD | -6.0% | +2.4% | -8.4% | -8.6% |
| 1Y | +1.4% | +23.4% | -21.9% | -6.2% |
| 3Y | +11.8% | +96.7% | -84.8% | -15.1% |
| 5Y | -2.0% | -30.6% | +28.6% | +1.7% |
| All | +62.1% | -28.2% | +90.2% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling