+188.7%
CSCO vs ELAN
-27.0%
+215.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | 0.0% | -4.6% | +4.6% | +0.7% |
| 30D | -10.7% | +5.7% | -16.4% | -11.7% |
| 3M | -8.7% | -3.9% | -4.9% | -8.6% |
| 6M | +44.9% | -1.6% | +46.5% | +43.4% |
| YTD | +44.1% | +4.1% | +40.1% | +41.1% |
| 1Y | +65.9% | +25.5% | +40.3% | +56.5% |
| 3Y | +109.0% | +103.2% | +5.8% | +70.5% |
| 5Y | +114.8% | -29.8% | +144.5% | +122.0% |
| All | +188.7% | -27.0% | +215.6% | +170.8% |
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 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