+153.0%
CVX vs ELAN
-28.2%
+181.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | +2.6% | -5.4% | +8.0% | +3.8% |
| 30D | +9.8% | +4.7% | +5.1% | +8.6% |
| 3M | +16.2% | -3.7% | +19.9% | +16.5% |
| 6M | +13.6% | -1.2% | +14.8% | +11.6% |
| YTD | +44.4% | +2.4% | +42.0% | +40.2% |
| 1Y | +40.6% | +23.4% | +17.2% | +29.9% |
| 3Y | +48.2% | +96.7% | -48.5% | +12.1% |
| 5Y | +172.3% | -30.6% | +202.9% | +196.0% |
| All | +153.0% | -28.2% | +181.2% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling