+5,066.6%
CB vs EL
+1,685.7%
+3,380.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.6% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | -3.1% | +19.8% | -22.9% | -7.9% |
| 3M | +9.0% | +25.7% | -16.8% | +2.0% |
| 6M | +2.9% | +5.4% | -2.6% | -0.5% |
| YTD | +10.1% | +0.2% | +9.9% | +6.8% |
| 1Y | +22.8% | +20.4% | +2.4% | +12.5% |
| 3Y | +73.8% | -32.1% | +105.9% | +74.4% |
| 5Y | +99.2% | -67.2% | +166.4% | +141.1% |
| 10Y | +218.2% | +31.7% | +186.5% | +144.4% |
| All | +5,066.6% | +1,685.7% | +3,380.8% | +1,826.4% |
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 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