+144.9%
CI vs EL
+34.2%
+110.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +4.4% | +19.8% | -15.4% | +0.8% |
| 3M | +0.7% | +25.7% | -25.1% | -3.9% |
| 6M | +0.3% | +5.4% | -5.1% | -1.6% |
| YTD | +3.8% | +0.2% | +3.6% | +1.6% |
| 1Y | -5.5% | +20.4% | -25.9% | -11.5% |
| 3Y | +8.1% | -32.1% | +40.2% | +12.2% |
| 5Y | +42.8% | -67.2% | +110.0% | +85.9% |
| All | +144.9% | +34.2% | +110.7% | +99.5% |
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