+248.2%
CB vs EL
+56.3%
+191.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | +0.2% | +0.8% | -0.5% | +0.1% |
| 30D | +9.1% | +16.5% | -7.5% | +6.1% |
| 3M | +3.4% | +29.2% | -25.8% | -1.6% |
| 6M | +14.1% | +27.9% | -13.8% | +8.2% |
| YTD | +18.0% | +6.2% | +11.8% | +14.5% |
| 1Y | +30.1% | +27.2% | +3.0% | +21.3% |
| 3Y | +71.8% | +3.2% | +68.6% | +58.9% |
| 5Y | +101.8% | -66.0% | +167.8% | +160.8% |
| All | +248.2% | +56.3% | +191.9% | +189.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling