+60.3%
CG vs EL
-29.8%
+90.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.5% |
| 7D | -4.3% | +0.8% | -5.1% | -4.6% |
| 30D | -5.1% | +19.8% | -24.9% | -10.6% |
| 3M | +8.7% | +25.7% | -17.0% | +0.7% |
| 6M | -9.2% | +5.4% | -14.7% | -11.9% |
| YTD | -18.9% | +0.2% | -19.1% | -20.7% |
| 1Y | -25.6% | +20.4% | -46.1% | -31.8% |
| All | +60.3% | -29.8% | +90.1% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling