-22.6%
ELAN vs CVE
+142.8%
-165.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.8% |
| 7D | +11.6% | -16.1% | +27.8% | +14.7% |
| 30D | +15.1% | -10.4% | +25.5% | +16.8% |
| 3M | +6.4% | -2.4% | +8.7% | +6.0% |
| 6M | -1.7% | -4.4% | +2.7% | -2.2% |
| YTD | +13.7% | +64.9% | -51.2% | -1.0% |
| 1Y | +19.6% | +66.0% | -46.4% | +3.6% |
| 3Y | +175.0% | +57.7% | +117.3% | +131.7% |
| All | -22.6% | +142.8% | -165.4% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling