+140.4%
CI vs EL
+31.4%
+109.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -2.0% | +1.7% | -3.7% | -2.3% |
| 30D | -1.8% | +15.5% | -17.3% | -4.6% |
| 3M | -4.2% | +20.6% | -24.8% | -7.8% |
| 6M | +2.7% | +10.5% | -7.8% | -0.2% |
| YTD | +1.9% | -1.9% | +3.8% | +0.1% |
| 1Y | -6.3% | +16.1% | -22.3% | -11.6% |
| 3Y | +3.9% | -30.2% | +34.1% | +6.4% |
| 5Y | +41.9% | -67.4% | +109.3% | +84.1% |
| 10Y | +140.4% | +31.2% | +109.2% | +96.6% |
| All | +140.4% | +31.4% | +109.0% | +96.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling