+216.5%
C vs EL
+3.5%
+213.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -5.3% | +12.3% | -17.6% | -7.3% |
| 3M | -8.0% | +28.4% | -36.4% | -12.5% |
| 6M | -0.3% | +36.7% | -37.0% | -6.6% |
| YTD | +8.6% | +8.4% | +0.3% | +5.0% |
| 1Y | +25.8% | +25.4% | +0.4% | +17.6% |
| All | +216.5% | +3.5% | +213.0% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling