-26.4%
ELAN vs CVE
+255.9%
-282.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.5% |
| 7D | +4.6% | +0.1% | +4.6% | +4.6% |
| 30D | +17.4% | -10.8% | +28.2% | +19.5% |
| 3M | +16.5% | -4.3% | +20.8% | +16.8% |
| 6M | +21.9% | -1.5% | +23.4% | +20.8% |
| YTD | +17.0% | +70.7% | -53.7% | +3.0% |
| 1Y | +15.8% | +58.1% | -42.3% | +3.4% |
| 3Y | +147.9% | +69.8% | +78.1% | +113.6% |
| 5Y | -19.1% | +148.9% | -168.1% | -36.8% |
| All | -26.4% | +255.9% | -282.4% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling