+25.5%
ELAN vs CF
+65.9%
-40.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.0% |
| 7D | -4.6% | -0.8% | -3.7% | -4.7% |
| 30D | +5.7% | +14.3% | -8.6% | +9.7% |
| 3M | -3.9% | +27.9% | -31.7% | +3.2% |
| 6M | -1.6% | +25.5% | -27.2% | +4.4% |
| YTD | +4.1% | +81.2% | -77.1% | +14.5% |
| 1Y | +25.5% | +66.5% | -41.0% | +37.8% |
| All | +25.5% | +65.9% | -40.4% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling