-26.4%
ELAN vs CF
+184.5%
-210.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +11.9% | +5.4% | +6.6% | +10.9% |
| 30D | +18.3% | +6.5% | +11.7% | +16.7% |
| 3M | +19.7% | +4.6% | +15.1% | +18.2% |
| 6M | +23.7% | -3.3% | +27.0% | +23.4% |
| YTD | +17.1% | +63.9% | -46.8% | +0.7% |
| 1Y | +20.2% | +50.4% | -30.3% | +5.4% |
| 3Y | +148.1% | +68.2% | +79.9% | +104.9% |
| 5Y | -19.8% | +113.8% | -133.6% | -42.9% |
| All | -26.4% | +184.5% | -210.8% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling