+205.4%
C vs EL
+1,685.7%
-1,480.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.6% |
| 7D | +3.6% | +0.8% | +2.8% | +3.2% |
| 30D | +0.1% | +19.8% | -19.8% | -8.6% |
| 3M | +2.4% | +25.7% | -23.3% | -8.7% |
| 6M | +24.9% | +5.4% | +19.5% | +18.2% |
| YTD | +19.8% | +0.2% | +19.6% | +13.6% |
| 1Y | +44.9% | +20.4% | +24.4% | +24.9% |
| 3Y | +263.0% | -32.1% | +295.1% | +267.7% |
| 5Y | +129.5% | -67.2% | +196.7% | +216.3% |
| 10Y | +291.6% | +31.7% | +259.9% | +160.2% |
| All | +205.4% | +1,685.7% | -1,480.4% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling