-35.6%
ELAN vs CPB
-29.8%
-5.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -5.4% | -1.8% | -3.7% | -5.2% |
| 30D | +4.7% | -7.1% | +11.8% | +5.6% |
| 3M | -3.7% | -6.0% | +2.4% | -3.1% |
| 6M | -1.2% | -5.3% | +4.1% | -0.8% |
| YTD | +2.4% | -20.8% | +23.2% | +5.0% |
| 1Y | +23.4% | -33.8% | +57.2% | +29.3% |
| 3Y | +96.7% | -43.7% | +140.4% | +108.4% |
| 5Y | -30.6% | -40.7% | +10.1% | -28.0% |
| All | -35.6% | -29.8% | -5.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling