+3,231.7%
CLS vs EL
+732.6%
+2,499.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | -0.2% |
| 7D | +4.6% | +0.8% | +3.8% | +4.2% |
| 30D | -13.9% | +19.8% | -33.7% | -19.9% |
| 3M | -26.6% | +25.7% | -52.3% | -33.0% |
| 6M | +15.4% | +5.4% | +10.0% | +10.4% |
| YTD | +5.7% | +0.2% | +5.4% | +0.6% |
| 1Y | +41.1% | +20.4% | +20.7% | +24.8% |
| 3Y | +1,228.6% | -32.1% | +1,260.7% | +1,237.6% |
| 5Y | +3,240.6% | -67.2% | +3,307.8% | +4,328.7% |
| 10Y | +2,760.3% | +31.7% | +2,728.6% | +1,997.6% |
| All | +3,231.7% | +732.6% | +2,499.2% | +913.7% |
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