+76.3%
CL vs EL
+63.1%
+13.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.0% |
| 7D | +0.5% | +8.0% | -7.5% | -0.8% |
| 30D | +11.6% | +15.4% | -3.8% | +8.9% |
| 3M | +5.6% | +28.5% | -22.9% | +0.9% |
| 6M | +13.2% | +32.2% | -19.1% | +7.2% |
| YTD | +26.9% | +9.2% | +17.7% | +23.0% |
| 1Y | +27.3% | +30.8% | -3.5% | +19.4% |
| 3Y | +39.7% | +3.7% | +36.0% | +31.6% |
| 5Y | +41.3% | -64.8% | +106.1% | +69.4% |
| 10Y | +76.3% | +60.0% | +16.2% | +22.2% |
| All | +76.3% | +63.1% | +13.2% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling