-33.4%
ELAN vs CAPR
-19.8%
-13.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.5% | -2.1% |
| 7D | +0.3% | -9.5% | +9.7% | +0.4% |
| 30D | +8.4% | +121.5% | -113.2% | +7.0% |
| 3M | +1.2% | -65.4% | +66.6% | +1.6% |
| 6M | +2.6% | -67.5% | +70.1% | +3.1% |
| YTD | +5.9% | -68.6% | +74.5% | +6.4% |
| 1Y | +25.8% | +42.7% | -16.9% | +20.3% |
| 3Y | +106.8% | +43.4% | +63.5% | +92.0% |
| 5Y | -29.3% | +86.0% | -115.3% | -35.5% |
| All | -33.4% | -19.8% | -13.6% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling