+94.1%
ELAN vs CDW
-30.1%
+124.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.4% | -7.4% | +1.0% | -4.7% |
| 30D | +0.6% | +5.8% | -5.3% | -1.1% |
| 3M | 0.0% | +10.8% | -10.9% | -3.6% |
| 6M | -3.4% | +21.5% | -24.9% | -13.6% |
| YTD | +1.0% | +6.4% | -5.3% | -4.2% |
| 1Y | +24.7% | -14.8% | +39.5% | +31.5% |
| All | +94.1% | -30.1% | +124.2% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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