+2,944.0%
CLS vs EL
+31.4%
+2,912.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +6.3% |
| 7D | +12.8% | +1.7% | +11.1% | +12.1% |
| 30D | +3.8% | +15.5% | -11.7% | -1.2% |
| 3M | -14.6% | +20.6% | -35.2% | -19.9% |
| 6M | +32.2% | +10.5% | +21.8% | +25.6% |
| YTD | +11.6% | -1.9% | +13.5% | +7.8% |
| 1Y | +35.1% | +16.1% | +19.0% | +22.5% |
| 3Y | +1,312.5% | -30.2% | +1,342.8% | +1,318.1% |
| 5Y | +3,542.1% | -67.4% | +3,609.4% | +4,918.2% |
| 10Y | +2,944.0% | +31.2% | +2,912.8% | +2,779.5% |
| All | +2,944.0% | +31.4% | +2,912.6% | +2,779.5% |
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 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