-34.6%
ELAN vs CVE
+317.2%
-351.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -4.6% | +2.0% | -6.6% | -4.9% |
| 30D | +5.7% | +13.2% | -7.5% | +3.2% |
| 3M | -3.9% | +21.7% | -25.6% | -7.8% |
| 6M | -1.6% | +48.4% | -50.0% | -10.0% |
| YTD | +4.1% | +100.1% | -96.0% | -10.7% |
| 1Y | +25.5% | +107.8% | -82.3% | +6.5% |
| 3Y | +103.2% | +76.9% | +26.3% | +74.3% |
| 5Y | -29.8% | +346.2% | -376.0% | -50.8% |
| All | -34.6% | +317.2% | -351.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling