+274.8%
CG vs EL
+62.2%
+212.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +0.2% | +1.5% | -1.4% | -0.4% |
| 30D | +11.2% | +10.0% | +1.2% | +6.6% |
| 3M | -22.1% | +28.4% | -50.5% | -30.9% |
| 6M | -17.9% | +37.1% | -55.0% | -30.0% |
| YTD | -31.3% | +7.8% | -39.1% | -36.2% |
| 1Y | -24.0% | +26.0% | -50.0% | -34.5% |
| 3Y | +45.0% | +3.8% | +41.1% | +25.0% |
| 5Y | -22.6% | -65.2% | +42.5% | +19.9% |
| All | +274.8% | +62.2% | +212.7% | +213.1% |
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