-30.4%
ELAN vs CLBK
+43.5%
-73.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -1.5% | -4.0% | -5.0% |
| 30D | +4.7% | -1.0% | +5.7% | +5.0% |
| 3M | -3.7% | +22.9% | -26.6% | -10.2% |
| 6M | -1.2% | +44.2% | -45.4% | -12.6% |
| YTD | +2.4% | +64.0% | -61.6% | -13.4% |
| 1Y | +23.4% | +65.7% | -42.3% | +3.4% |
| 3Y | +96.7% | +54.1% | +42.6% | +65.2% |
| All | -30.4% | +43.5% | -73.9% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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