+27.2%
CP vs EL
-65.2%
+92.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +2.1% | +1.5% | +0.6% | +1.8% |
| 30D | +9.3% | +10.0% | -0.7% | +7.2% |
| 3M | +0.5% | +28.4% | -27.9% | -4.7% |
| 6M | +10.4% | +37.1% | -26.6% | +3.0% |
| YTD | +28.7% | +7.8% | +20.9% | +24.5% |
| 1Y | +33.2% | +26.0% | +7.1% | +24.5% |
| 3Y | +38.4% | +3.8% | +34.6% | +28.5% |
| All | +27.2% | -65.2% | +92.4% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling