-16.7%
ELAN vs CP
+25.5%
-42.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 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% | +1.4% |
| 1Y | +21.8% | +33.2% | -11.4% | +2.2% |
| 3Y | +153.8% | +38.4% | +115.4% | +103.5% |
| All | -16.7% | +25.5% | -42.3% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling