-33.4%
ELAN vs CRL
+118.4%
-151.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.0% |
| 7D | +0.3% | -0.6% | +0.8% | +0.5% |
| 30D | +8.4% | +5.0% | +3.4% | +6.1% |
| 3M | +1.2% | +50.6% | -49.4% | -15.8% |
| 6M | +2.6% | +60.9% | -58.3% | -17.9% |
| YTD | +5.9% | +40.7% | -34.8% | -11.0% |
| 1Y | +25.8% | +73.3% | -47.5% | -4.3% |
| 3Y | +106.8% | +40.6% | +66.3% | +60.6% |
| 5Y | -29.3% | -37.0% | +7.7% | -26.4% |
| All | -33.4% | +118.4% | -151.8% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling