+223.2%
CP vs EL
+31.4%
+191.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +2.4% | +1.7% | +0.7% | +1.9% |
| 30D | -0.5% | +15.5% | -16.0% | -4.7% |
| 3M | +1.4% | +20.6% | -19.1% | -4.3% |
| 6M | +10.3% | +10.5% | -0.2% | +5.7% |
| YTD | +24.3% | -1.9% | +26.2% | +21.8% |
| 1Y | +20.4% | +16.1% | +4.4% | +11.6% |
| 3Y | +21.8% | -30.2% | +52.0% | +25.0% |
| 5Y | +31.5% | -67.4% | +98.9% | +76.2% |
| 10Y | +223.2% | +31.2% | +192.0% | +176.1% |
| All | +223.2% | +31.4% | +191.8% | +176.1% |
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