+3,293.4%
CI vs EL
+1,792.3%
+1,501.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.9% | -3.2% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | +5.4% | +16.5% | -11.1% | +1.4% |
| 3M | +7.3% | +29.2% | -21.9% | 0.0% |
| 6M | +5.3% | +27.9% | -22.6% | -2.1% |
| YTD | +8.5% | +6.2% | +2.3% | +3.6% |
| 1Y | +17.1% | +27.2% | -10.1% | +6.3% |
| 3Y | +1.4% | +3.2% | -1.8% | -9.2% |
| 5Y | +50.5% | -66.0% | +116.5% | +80.3% |
| 10Y | +168.5% | +58.3% | +110.2% | +96.7% |
| All | +3,293.4% | +1,792.3% | +1,501.1% | +1,282.7% |
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 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