-29.8%
ELAN vs CF
+247.6%
-277.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.9% |
| 7D | -4.6% | -0.8% | -3.7% | -4.6% |
| 30D | +5.7% | +14.3% | -8.6% | +5.1% |
| 3M | -3.9% | +27.9% | -31.7% | -4.9% |
| 6M | -1.6% | +25.5% | -27.2% | -4.0% |
| YTD | +4.1% | +81.2% | -77.1% | -3.0% |
| 1Y | +25.5% | +66.5% | -41.0% | +18.0% |
| 3Y | +103.2% | +76.7% | +26.5% | +85.7% |
| 5Y | -29.8% | +237.8% | -267.6% | -43.3% |
| All | -29.8% | +247.6% | -277.4% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling