+23.4%
ELAN vs CRL
+80.5%
-57.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +0.8% |
| 7D | -5.4% | -3.5% | -1.9% | -4.4% |
| 30D | +4.7% | -2.1% | +6.8% | +5.3% |
| 3M | -3.7% | +48.0% | -51.6% | -15.4% |
| 6M | -1.2% | +64.7% | -65.9% | -16.9% |
| YTD | +2.4% | +39.5% | -37.1% | -10.4% |
| 1Y | +23.4% | +74.2% | -50.8% | -1.7% |
| All | +23.4% | +80.5% | -57.1% | -1.7% |
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