+4,850.5%
CL vs EAT
+11,644.8%
-6,794.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.8% | +1.9% | -6.7% | -5.1% |
| 3M | +4.9% | +68.7% | -63.7% | -0.3% |
| 6M | -5.7% | +66.9% | -72.6% | -10.7% |
| YTD | +14.4% | +60.4% | -46.0% | +8.6% |
| 1Y | +8.7% | +44.0% | -35.2% | +4.0% |
| 3Y | +30.0% | +604.7% | -574.7% | +3.9% |
| 5Y | +28.4% | +347.0% | -318.7% | +4.6% |
| 10Y | +50.1% | +390.8% | -340.7% | +10.9% |
| All | +4,850.5% | +11,644.8% | -6,794.3% | +1,630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling