+153.8%
ELAN vs CP
+36.4%
+117.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | +4.0% | +2.1% | +1.9% | +2.8% |
| 30D | +18.8% | +9.3% | +9.4% | +12.6% |
| 3M | +19.0% | +0.5% | +18.5% | +18.3% |
| 6M | +22.8% | +10.4% | +12.4% | +15.3% |
| YTD | +18.3% | +28.7% | -10.4% | +1.8% |
| 1Y | +21.8% | +33.2% | -11.4% | +2.7% |
| 3Y | +153.8% | +38.4% | +115.4% | +102.4% |
| All | +153.8% | +36.4% | +117.4% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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