+96.7%
ELAN vs CG
+42.2%
+54.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | -5.4% | -9.9% | +4.4% | -1.8% |
| 30D | +4.7% | -11.7% | +16.4% | +9.3% |
| 3M | -3.7% | -4.3% | +0.6% | -2.8% |
| 6M | -1.2% | -8.8% | +7.6% | +1.7% |
| YTD | +2.4% | -26.9% | +29.2% | +13.4% |
| 1Y | +23.4% | -35.4% | +58.8% | +42.7% |
| 3Y | +96.7% | +43.0% | +53.6% | +23.0% |
| All | +96.7% | +42.2% | +54.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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