+3,324.4%
CI vs EL
+1,800.1%
+1,524.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.4% |
| 30D | +4.9% | +10.8% | -5.9% | +2.2% |
| 3M | +7.4% | +26.5% | -19.1% | +0.7% |
| 6M | +0.4% | +31.1% | -30.7% | -7.2% |
| YTD | +9.5% | +6.6% | +2.8% | +4.4% |
| 1Y | +12.0% | +21.8% | -9.9% | +2.8% |
| 3Y | +7.1% | +1.8% | +5.3% | -3.6% |
| 5Y | +49.3% | -65.6% | +114.9% | +78.3% |
| 10Y | +146.6% | +60.3% | +86.3% | +80.1% |
| All | +3,324.4% | +1,800.1% | +1,524.3% | +1,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling