-31.5%
ELAN vs CPB
-40.6%
+9.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.6% |
| 7D | -6.4% | -5.4% | -1.0% | -5.9% |
| 30D | +0.6% | -7.8% | +8.4% | +1.2% |
| 3M | 0.0% | -6.9% | +6.9% | +0.5% |
| 6M | -3.4% | -12.2% | +8.8% | -2.4% |
| YTD | +1.0% | -21.1% | +22.1% | +2.9% |
| 1Y | +24.7% | -33.5% | +58.2% | +28.8% |
| 3Y | +97.2% | -43.2% | +140.4% | +104.4% |
| 5Y | -31.5% | -40.9% | +9.4% | -29.2% |
| All | -31.5% | -40.6% | +9.1% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling