-35.6%
ELAN vs CAPR
-25.9%
-9.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | -5.4% | -11.0% | +5.5% | -5.3% |
| 30D | +4.7% | +99.8% | -95.1% | +3.6% |
| 3M | -3.7% | -66.6% | +62.9% | -3.2% |
| 6M | -1.2% | -75.1% | +73.9% | -0.4% |
| YTD | +2.4% | -71.0% | +73.4% | +2.9% |
| 1Y | +23.4% | +30.0% | -6.6% | +18.1% |
| 3Y | +96.7% | +29.0% | +67.7% | +82.9% |
| 5Y | -30.6% | +70.8% | -101.4% | -36.6% |
| All | -35.6% | -25.9% | -9.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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