-27.3%
CSGP vs ELAN
-20.2%
-7.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.7% | -13.4% | -6.5% |
| 7D | +1.3% | +11.6% | -10.4% | -1.3% |
| 30D | +10.7% | +15.1% | -4.4% | +7.2% |
| 3M | +3.3% | +6.4% | -3.1% | +1.5% |
| 6M | -10.3% | -1.7% | -8.7% | -11.1% |
| YTD | -54.6% | +13.7% | -68.3% | -56.7% |
| 1Y | -54.6% | +19.6% | -74.3% | -57.4% |
| 3Y | -60.3% | +175.0% | -235.3% | -72.1% |
| 5Y | -63.3% | -24.5% | -38.8% | -62.4% |
| All | -27.3% | -20.2% | -7.1% | -34.2% |
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 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