+40.2%
ELAN vs CRL
+78.8%
-38.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -6.6% | +10.7% | -17.2% | -9.4% |
| 3M | -0.8% | +55.3% | -56.1% | -14.4% |
| 6M | +0.2% | +60.7% | -60.4% | -15.4% |
| YTD | +8.3% | +44.6% | -36.4% | -6.3% |
| 1Y | +40.2% | +77.7% | -37.5% | +10.6% |
| All | +40.2% | +78.8% | -38.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling