+5,537.9%
CB vs EL
+1,750.9%
+3,787.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.3% |
| 7D | +2.6% | -1.1% | +3.6% | +2.8% |
| 30D | +11.2% | +15.3% | -4.1% | +7.2% |
| 3M | +5.7% | +24.2% | -18.5% | -0.7% |
| 6M | +15.9% | +30.9% | -15.0% | +6.6% |
| YTD | +20.2% | +3.9% | +16.3% | +15.2% |
| 1Y | +32.4% | +19.9% | +12.5% | +21.7% |
| 3Y | +75.5% | +2.5% | +73.0% | +57.2% |
| 5Y | +105.5% | -66.7% | +172.2% | +148.0% |
| 10Y | +258.5% | +54.9% | +203.6% | +162.1% |
| All | +5,537.9% | +1,750.9% | +3,787.0% | +1,976.7% |
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