+208.1%
C vs EL
+3.8%
+204.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -6.0% | +16.5% | -22.5% | -8.6% |
| 3M | -10.5% | +29.2% | -39.7% | -15.0% |
| 6M | -5.7% | +27.9% | -33.6% | -10.6% |
| YTD | +4.1% | +6.2% | -2.1% | +1.0% |
| 1Y | +20.5% | +27.2% | -6.7% | +12.2% |
| 3Y | +208.1% | +3.2% | +204.9% | +171.2% |
| All | +208.1% | +3.8% | +204.3% | +171.2% |
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