-63.0%
CSGP vs ELAN
+106.9%
-170.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | +2.3% | -6.6% | +8.9% | +3.0% |
| 3M | -8.2% | -0.8% | -7.3% | -8.3% |
| 6M | -35.1% | +0.2% | -35.3% | -35.6% |
| YTD | -54.0% | +8.3% | -62.3% | -54.9% |
| 1Y | -65.3% | +40.2% | -105.5% | -67.2% |
| All | -63.0% | +106.9% | -170.0% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling