+1,788.5%
CL vs EL
+1,685.7%
+102.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.4% | -2.2% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | -4.8% | +19.8% | -24.7% | -9.2% |
| 3M | +4.9% | +25.7% | -20.8% | -1.3% |
| 6M | -5.7% | +5.4% | -11.2% | -8.2% |
| YTD | +14.4% | +0.2% | +14.2% | +11.8% |
| 1Y | +8.7% | +20.4% | -11.7% | +0.9% |
| 3Y | +30.0% | -32.1% | +62.1% | +31.7% |
| 5Y | +28.4% | -67.2% | +95.5% | +53.6% |
| 10Y | +50.1% | +31.7% | +18.3% | +15.7% |
| All | +1,788.5% | +1,685.7% | +102.8% | +618.5% |
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