-35.6%
ELAN vs CNI
+63.7%
-99.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | -5.4% | -0.4% | -5.1% | -5.2% |
| 30D | +4.7% | -2.7% | +7.4% | +6.4% |
| 3M | -3.7% | +3.9% | -7.6% | -6.2% |
| 6M | -1.2% | +16.4% | -17.5% | -10.6% |
| YTD | +2.4% | +25.8% | -23.4% | -12.1% |
| 1Y | +23.4% | +32.4% | -9.0% | +2.0% |
| 3Y | +96.7% | +19.1% | +77.6% | +72.9% |
| 5Y | -30.6% | +13.6% | -44.2% | -37.7% |
| All | -35.6% | +63.7% | -99.4% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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