+2,011.5%
CL vs EL
+1,750.9%
+260.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.9% |
| 7D | +5.9% | -1.1% | +7.0% | +6.1% |
| 30D | +13.8% | +15.3% | -1.5% | +9.8% |
| 3M | +6.4% | +24.2% | -17.8% | +0.4% |
| 6M | +15.6% | +30.9% | -15.3% | +7.2% |
| YTD | +27.9% | +3.9% | +24.0% | +23.6% |
| 1Y | +31.4% | +19.9% | +11.5% | +22.3% |
| 3Y | +41.4% | +2.5% | +38.9% | +29.1% |
| 5Y | +42.8% | -66.7% | +109.5% | +70.4% |
| 10Y | +79.7% | +54.9% | +24.8% | +32.2% |
| All | +2,011.5% | +1,750.9% | +260.6% | +694.6% |
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