+8,429.1%
CP vs EL
+1,792.3%
+6,636.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.4% |
| 7D | +2.8% | +0.8% | +2.0% | +2.4% |
| 30D | +10.2% | +16.5% | -6.3% | +5.1% |
| 3M | +2.4% | +29.2% | -26.8% | -5.9% |
| 6M | +7.7% | +27.9% | -20.2% | -1.5% |
| YTD | +26.0% | +6.2% | +19.8% | +19.7% |
| 1Y | +34.6% | +27.2% | +7.5% | +20.7% |
| 3Y | +26.7% | +3.2% | +23.5% | +13.5% |
| 5Y | +24.9% | -66.0% | +90.9% | +54.9% |
| 10Y | +258.6% | +58.3% | +200.3% | +163.5% |
| All | +8,429.1% | +1,792.3% | +6,636.8% | +3,091.6% |
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