+86.4%
CL vs EAT
+325.9%
-239.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.2% |
| 7D | -0.8% | -8.9% | +8.2% | -0.4% |
| 30D | +9.5% | +3.4% | +6.1% | +9.3% |
| 3M | +6.8% | -9.3% | +16.1% | +7.0% |
| 6M | +14.3% | +43.8% | -29.5% | +12.4% |
| YTD | +27.0% | +39.9% | -12.9% | +24.9% |
| 1Y | +26.3% | +89.7% | -63.4% | +22.6% |
| 3Y | +39.3% | +491.3% | -452.0% | +27.2% |
| 5Y | +41.5% | +365.4% | -323.9% | +29.2% |
| All | +86.4% | +325.9% | -239.5% | +69.7% |
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