-34.6%
ELAN vs CAG
-42.4%
+7.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -4.6% | -6.6% | +2.0% | -3.4% |
| 30D | +5.7% | +2.3% | +3.4% | +5.3% |
| 3M | -3.9% | +16.3% | -20.2% | -6.6% |
| 6M | -1.6% | -16.0% | +14.4% | +1.2% |
| YTD | +4.1% | -7.7% | +11.8% | +5.1% |
| 1Y | +25.5% | -16.0% | +41.6% | +28.8% |
| 3Y | +103.2% | -37.7% | +140.9% | +117.8% |
| 5Y | -29.8% | -41.2% | +11.4% | -24.6% |
| All | -34.6% | -42.4% | +7.8% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling