+39.9%
CL vs EAT
+361.6%
-321.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | +1.3% | -2.6% | +4.0% | +1.4% |
| 30D | +11.4% | +11.5% | -0.1% | +11.0% |
| 3M | +4.4% | -9.1% | +13.5% | +4.6% |
| 6M | +10.8% | +40.4% | -29.6% | +9.5% |
| YTD | +25.1% | +43.9% | -18.8% | +23.5% |
| 1Y | +28.0% | +101.9% | -74.0% | +24.9% |
| 3Y | +37.6% | +489.9% | -452.2% | +26.5% |
| All | +39.9% | +361.6% | -321.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling