-65.1%
CSGP vs ELAN
-27.6%
-37.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -4.1% | +1.6% | -5.7% | -4.4% |
| 30D | +2.3% | -6.6% | +8.9% | +3.4% |
| 3M | -8.2% | -0.8% | -7.3% | -8.4% |
| 6M | -35.1% | +0.2% | -35.3% | -36.0% |
| YTD | -54.0% | +8.3% | -62.3% | -55.4% |
| 1Y | -65.3% | +40.2% | -105.5% | -68.3% |
| 3Y | -62.6% | +97.7% | -160.3% | -70.4% |
| All | -65.1% | -27.6% | -37.6% | -58.1% |
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