-31.9%
ELAN vs CP
+137.6%
-169.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +1.6% | -2.7% | +4.3% | +3.1% |
| 30D | -6.6% | +0.2% | -6.7% | -6.8% |
| 3M | -0.8% | +2.6% | -3.4% | -2.6% |
| 6M | +0.2% | +6.0% | -5.7% | -3.1% |
| YTD | +8.3% | +24.9% | -16.7% | -4.6% |
| 1Y | +40.2% | +20.1% | +20.1% | +26.1% |
| 3Y | +97.7% | +16.4% | +81.3% | +78.3% |
| 5Y | -28.3% | +31.7% | -60.0% | -40.0% |
| All | -31.9% | +137.6% | -169.6% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling