-31.9%
ELAN vs CFG
+143.6%
-175.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.6% | +1.5% | +0.1% | +0.9% |
| 30D | -6.6% | -3.8% | -2.7% | -5.0% |
| 3M | -0.8% | +11.5% | -12.3% | -5.8% |
| 6M | +0.2% | +19.2% | -18.9% | -7.4% |
| YTD | +8.3% | +23.7% | -15.4% | -1.9% |
| 1Y | +40.2% | +38.8% | +1.4% | +20.3% |
| 3Y | +97.7% | +178.9% | -81.2% | +22.5% |
| 5Y | -28.3% | +101.8% | -130.0% | -50.8% |
| All | -31.9% | +143.6% | -175.5% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling