+25.5%
ELAN vs CVE
+109.0%
-83.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.6% |
| 7D | -4.6% | +2.0% | -6.6% | -4.2% |
| 30D | +5.7% | +13.2% | -7.5% | +7.9% |
| 3M | -3.9% | +21.7% | -25.6% | -0.4% |
| 6M | -1.6% | +48.4% | -50.0% | +0.6% |
| YTD | +4.1% | +100.1% | -96.0% | +6.6% |
| 1Y | +25.5% | +107.8% | -82.3% | +31.7% |
| All | +25.5% | +109.0% | -83.5% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling