+161.6%
ELAN vs CF
+58.0%
+103.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +11.4% | -0.9% | +12.2% | +11.5% |
| 30D | +17.1% | +6.9% | +10.2% | +17.9% |
| 3M | +21.3% | +4.8% | +16.5% | +22.2% |
| 6M | +13.5% | +4.7% | +8.8% | +14.5% |
| YTD | +18.6% | +56.5% | -37.9% | +15.5% |
| 1Y | +24.9% | +48.4% | -23.5% | +22.0% |
| 3Y | +161.6% | +59.1% | +102.4% | +137.0% |
| All | +161.6% | +58.0% | +103.6% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling