-26.4%
CSGP vs ELAN
-24.0%
-2.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | -8.2% | -0.8% | -7.3% | -8.5% |
| 6M | -35.1% | +0.2% | -35.3% | -36.2% |
| YTD | -54.0% | +8.3% | -62.3% | -55.7% |
| 1Y | -65.3% | +40.2% | -105.5% | -68.7% |
| 3Y | -62.6% | +97.7% | -160.3% | -71.1% |
| 5Y | -64.8% | -28.3% | -36.6% | -63.6% |
| All | -26.4% | -24.0% | -2.4% | -32.5% |
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