-34.6%
ELAN vs CPB
-26.8%
-7.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -4.6% | -8.0% | +3.4% | -3.7% |
| 30D | +5.7% | -2.4% | +8.1% | +6.0% |
| 3M | -3.9% | +0.5% | -4.4% | -4.1% |
| 6M | -1.6% | -10.5% | +8.8% | -0.5% |
| YTD | +4.1% | -17.5% | +21.6% | +6.2% |
| 1Y | +25.5% | -31.0% | +56.6% | +30.9% |
| 3Y | +103.2% | -40.6% | +143.8% | +114.0% |
| 5Y | -29.8% | -37.7% | +7.9% | -27.7% |
| All | -34.6% | -26.8% | -7.7% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling