+8,357.9%
CP vs EL
+1,685.7%
+6,672.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | -0.5% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +0.2% | +19.8% | -19.7% | -5.5% |
| 3M | +2.6% | +25.7% | -23.1% | -4.9% |
| 6M | +6.0% | +5.4% | +0.5% | +2.4% |
| YTD | +24.9% | +0.2% | +24.7% | +21.2% |
| 1Y | +20.1% | +20.4% | -0.3% | +9.4% |
| 3Y | +16.4% | -32.1% | +48.5% | +18.5% |
| 5Y | +31.7% | -67.2% | +98.9% | +65.2% |
| 10Y | +223.9% | +31.7% | +192.1% | +152.5% |
| All | +8,357.9% | +1,685.7% | +6,672.2% | +3,130.4% |
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 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