+32.1%
CL vs EL
+25.6%
+6.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.3% | -3.0% | +2.6% |
| 7D | +7.7% | +2.5% | +5.2% | +7.4% |
| 30D | +15.2% | +20.1% | -4.8% | +13.0% |
| 3M | +7.3% | +29.3% | -21.9% | +4.4% |
| 6M | +17.0% | +38.8% | -21.8% | +12.9% |
| YTD | +28.0% | +8.1% | +19.9% | +24.9% |
| 1Y | +32.1% | +22.3% | +9.8% | +30.4% |
| All | +32.1% | +25.6% | +6.5% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling