+94.1%
ELAN vs CAPR
+31.5%
+62.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.9% |
| 7D | -6.4% | -10.6% | +4.2% | -6.3% |
| 30D | +0.6% | +111.2% | -110.6% | +0.1% |
| 3M | 0.0% | -67.2% | +67.2% | +0.1% |
| 6M | -3.4% | -75.1% | +71.7% | -3.2% |
| YTD | +1.0% | -71.2% | +72.3% | +1.2% |
| 1Y | +24.7% | +31.1% | -6.4% | +22.9% |
| All | +94.1% | +31.5% | +62.5% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling