-35.6%
ELAN vs CLX
-25.3%
-10.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | -5.4% | -5.7% | +0.3% | -4.4% |
| 30D | +4.7% | -17.0% | +21.7% | +8.3% |
| 3M | -3.7% | -9.7% | +6.0% | -2.0% |
| 6M | -1.2% | -19.8% | +18.6% | +2.3% |
| YTD | +2.4% | -9.8% | +12.2% | +4.0% |
| 1Y | +23.4% | -26.2% | +49.5% | +29.3% |
| 3Y | +96.7% | -36.2% | +132.9% | +108.4% |
| 5Y | -30.6% | -38.3% | +7.8% | -27.0% |
| All | -35.6% | -25.3% | -10.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling