+1,284.2%
CLS vs EL
-32.9%
+1,317.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.5% |
| 7D | +20.1% | -2.4% | +22.5% | +20.4% |
| 30D | +6.0% | +13.7% | -7.6% | +3.9% |
| 3M | -10.3% | +14.5% | -24.8% | -12.1% |
| 6M | +24.5% | +7.4% | +17.1% | +22.0% |
| YTD | +12.9% | -4.7% | +17.5% | +11.1% |
| 1Y | +36.7% | +12.9% | +23.7% | +29.9% |
| All | +1,284.2% | -32.9% | +1,317.1% | +1,237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling