-34.6%
ELAN vs CLX
-23.7%
-10.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | -4.6% | -4.9% | +0.4% | -3.7% |
| 30D | +5.7% | -15.8% | +21.5% | +9.1% |
| 3M | -3.9% | -7.9% | +4.1% | -2.6% |
| 6M | -1.6% | -19.0% | +17.4% | +1.6% |
| YTD | +4.1% | -7.9% | +12.0% | +5.3% |
| 1Y | +25.5% | -25.4% | +50.9% | +31.3% |
| 3Y | +103.2% | -35.0% | +138.2% | +114.5% |
| 5Y | -29.8% | -36.8% | +7.0% | -26.5% |
| All | -34.6% | -23.7% | -10.9% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling