-34.6%
ELAN vs CHD
+77.3%
-111.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -4.6% | -4.2% | -0.4% | -3.5% |
| 30D | +5.7% | -7.6% | +13.3% | +7.8% |
| 3M | -3.9% | -1.6% | -2.3% | -3.6% |
| 6M | -1.6% | -6.3% | +4.7% | -0.2% |
| YTD | +4.1% | +14.6% | -10.5% | +0.4% |
| 1Y | +25.5% | +1.6% | +23.9% | +24.6% |
| 3Y | +103.2% | +3.1% | +100.0% | +98.5% |
| 5Y | -29.8% | +21.1% | -50.9% | -35.4% |
| All | -34.6% | +77.3% | -111.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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