+96.7%
ELAN vs CLX
-36.5%
+133.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | -5.4% | -5.7% | +0.3% | -3.6% |
| 30D | +4.7% | -17.0% | +21.7% | +11.1% |
| 3M | -3.7% | -9.7% | +6.0% | -0.7% |
| 6M | -1.2% | -19.8% | +18.6% | +5.2% |
| YTD | +2.4% | -9.8% | +12.2% | +5.1% |
| 1Y | +23.4% | -26.2% | +49.5% | +34.9% |
| 3Y | +96.7% | -36.2% | +132.9% | +93.3% |
| All | +96.7% | -36.5% | +133.1% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling