+142.8%
CI vs EL
+62.2%
+80.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +1.2% | +1.5% | -0.4% | +0.9% |
| 30D | +2.6% | +10.0% | -7.4% | +0.8% |
| 3M | +7.4% | +28.4% | -21.0% | +2.3% |
| 6M | -0.1% | +37.1% | -37.2% | -6.4% |
| YTD | +9.7% | +7.8% | +1.9% | +5.9% |
| 1Y | +12.1% | +26.0% | -13.9% | +4.4% |
| 3Y | +7.0% | +3.8% | +3.2% | -1.4% |
| 5Y | +49.7% | -65.2% | +114.9% | +94.6% |
| All | +142.8% | +62.2% | +80.6% | +88.0% |
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