-30.4%
ELAN vs CAG
-43.1%
+12.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | -5.4% | -5.7% | +0.3% | -4.5% |
| 30D | +4.7% | -2.4% | +7.1% | +5.1% |
| 3M | -3.7% | +9.8% | -13.4% | -5.1% |
| 6M | -1.2% | -10.8% | +9.6% | +0.7% |
| YTD | +2.4% | -10.8% | +13.2% | +4.1% |
| 1Y | +23.4% | -19.0% | +42.3% | +27.4% |
| 3Y | +96.7% | -39.7% | +136.4% | +109.7% |
| All | -30.4% | -43.1% | +12.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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