+1,753.0%
CLS vs EL
+60.5%
+1,692.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.0% | +7.1% |
| 7D | -10.6% | +8.0% | -18.6% | -12.5% |
| 30D | -38.4% | +15.4% | -53.9% | -41.2% |
| 3M | -29.9% | +28.5% | -58.4% | -35.7% |
| 6M | -40.6% | +32.2% | -72.9% | -46.4% |
| YTD | -24.6% | +9.2% | -33.8% | -29.8% |
| 1Y | -30.8% | +30.8% | -61.6% | -39.6% |
| 3Y | +811.7% | +3.7% | +808.1% | +689.5% |
| 5Y | +1,838.4% | -64.8% | +1,903.2% | +2,519.5% |
| All | +1,753.0% | +60.5% | +1,692.5% | +1,545.4% |
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 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