+22.8%
ELAN vs CAPR
-68.9%
+91.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.3% |
| 7D | +4.0% | +5.9% | -1.8% | +3.6% |
| 30D | +18.8% | +44.6% | -25.9% | +16.7% |
| 3M | +19.0% | +126.4% | -107.4% | +15.8% |
| 6M | +22.8% | -68.6% | +91.4% | +34.2% |
| All | +22.8% | -68.9% | +91.8% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling