-5.7%
C vs EL
+32.3%
-38.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.4% |
| 30D | -6.0% | +16.5% | -22.5% | -6.2% |
| 3M | -10.5% | +29.2% | -39.7% | -10.6% |
| 6M | -5.7% | +27.9% | -33.6% | -5.8% |
| All | -5.7% | +32.3% | -38.0% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling