+305.9%
CG vs EL
+60.9%
+245.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +2.0% | +7.6% | -5.7% | -1.2% |
| 30D | +8.5% | +15.7% | -7.1% | +1.7% |
| 3M | -12.1% | +30.5% | -42.7% | -22.7% |
| 6M | -16.4% | +32.5% | -49.0% | -27.7% |
| YTD | -28.0% | +9.4% | -37.4% | -33.5% |
| 1Y | -18.9% | +28.4% | -47.2% | -30.7% |
| 3Y | +51.2% | +4.4% | +46.8% | +30.2% |
| 5Y | -15.9% | -64.5% | +48.6% | +29.1% |
| 10Y | +305.9% | +64.9% | +241.0% | +241.8% |
| All | +305.9% | +60.9% | +245.1% | +241.8% |
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