+73.8%
ELAN vs CAI
-9.9%
+83.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.3% |
| 7D | -5.4% | -2.9% | -2.5% | -5.3% |
| 30D | +4.7% | +9.3% | -4.6% | +4.2% |
| 3M | -3.7% | +35.2% | -38.9% | -5.5% |
| 6M | -1.2% | +30.7% | -31.9% | -3.6% |
| YTD | +2.4% | -9.8% | +12.2% | +3.0% |
| 1Y | +23.4% | -28.9% | +52.2% | +26.2% |
| All | +73.8% | -9.9% | +83.7% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling