-31.5%
ELAN vs CFG
+96.1%
-127.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -6.4% | -1.7% | -4.7% | -5.6% |
| 30D | +0.6% | -4.6% | +5.2% | +2.7% |
| 3M | 0.0% | +7.9% | -7.9% | -4.1% |
| 6M | -3.4% | +19.9% | -23.3% | -11.6% |
| YTD | +1.0% | +21.7% | -20.7% | -8.6% |
| 1Y | +24.7% | +38.4% | -13.7% | +5.7% |
| 3Y | +97.2% | +187.0% | -89.8% | +14.7% |
| 5Y | -31.5% | +99.5% | -131.0% | -56.1% |
| All | -31.5% | +96.1% | -127.6% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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