+1,966.0%
CL vs EL
+1,792.3%
+173.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.7% |
| 7D | +1.3% | +0.8% | +0.6% | +1.1% |
| 30D | +11.4% | +16.5% | -5.2% | +7.2% |
| 3M | +4.4% | +29.2% | -24.8% | -2.4% |
| 6M | +10.8% | +27.9% | -17.1% | +3.3% |
| YTD | +25.1% | +6.2% | +18.9% | +20.3% |
| 1Y | +28.0% | +27.2% | +0.8% | +17.4% |
| 3Y | +37.6% | +3.2% | +34.4% | +25.5% |
| 5Y | +39.7% | -66.0% | +105.7% | +65.8% |
| 10Y | +75.8% | +58.3% | +17.4% | +28.7% |
| All | +1,966.0% | +1,792.3% | +173.6% | +673.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling