-25.6%
ELAN vs CF
+184.8%
-210.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +4.0% | +4.8% | -0.7% | +3.2% |
| 30D | +18.8% | +4.7% | +14.0% | +17.5% |
| 3M | +19.0% | +7.4% | +11.5% | +16.9% |
| 6M | +22.8% | +0.6% | +22.2% | +21.7% |
| YTD | +18.3% | +64.1% | -45.8% | +1.7% |
| 1Y | +21.8% | +51.4% | -29.6% | +6.6% |
| 3Y | +153.8% | +67.8% | +86.0% | +109.8% |
| 5Y | -18.9% | +114.1% | -133.1% | -42.3% |
| All | -25.6% | +184.8% | -210.5% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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