+216.7%
CTVA vs ELAN
-29.1%
+245.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -4.5% | -5.4% | +0.9% | -3.5% |
| 30D | +11.3% | +4.7% | +6.6% | +10.3% |
| 3M | +12.3% | -3.7% | +16.0% | +12.8% |
| 6M | +7.2% | -1.2% | +8.4% | +6.2% |
| YTD | +26.0% | +2.4% | +23.6% | +23.7% |
| 1Y | +16.0% | +23.4% | -7.3% | +9.1% |
| 3Y | +73.9% | +96.7% | -22.8% | +38.2% |
| 5Y | +103.8% | -30.6% | +134.4% | +119.0% |
| All | +216.7% | -29.1% | +245.8% | +199.4% |
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