+2,104.6%
CLS vs EL
+782.3%
+1,322.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | -22.2% | +0.8% | -22.9% | -22.4% |
| 30D | -44.4% | +16.5% | -60.9% | -47.6% |
| 3M | -34.3% | +29.2% | -63.5% | -41.0% |
| 6M | -50.1% | +27.9% | -78.0% | -55.4% |
| YTD | -30.1% | +6.2% | -36.3% | -35.3% |
| 1Y | -39.3% | +27.2% | -66.5% | -47.7% |
| 3Y | +732.7% | +3.2% | +729.5% | +613.6% |
| 5Y | +1,777.2% | -66.0% | +1,843.2% | +2,338.5% |
| 10Y | +1,645.6% | +58.3% | +1,587.3% | +1,084.3% |
| All | +2,104.6% | +782.3% | +1,322.3% | +551.7% |
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