+76.3%
CL vs EAT
+375.0%
-298.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +0.5% | -3.9% | +4.4% | +0.7% |
| 30D | +11.6% | +5.0% | +6.6% | +11.3% |
| 3M | +5.6% | -9.6% | +15.2% | +5.9% |
| 6M | +13.2% | +46.8% | -33.6% | +11.3% |
| YTD | +26.9% | +41.8% | -14.9% | +24.8% |
| 1Y | +27.3% | +98.3% | -71.0% | +23.4% |
| 3Y | +39.7% | +503.1% | -463.3% | +27.7% |
| 5Y | +41.3% | +356.7% | -315.3% | +29.3% |
| 10Y | +76.3% | +349.8% | -273.5% | +53.6% |
| All | +76.3% | +375.0% | -298.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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