+471.4%
EL vs CAPR
-99.1%
+570.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.0% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +19.8% | +139.2% | -119.3% | +17.8% |
| 3M | +25.7% | -66.4% | +92.1% | +26.5% |
| 6M | +5.4% | -63.1% | +68.6% | +5.8% |
| YTD | +0.2% | -67.4% | +67.6% | +0.7% |
| 1Y | +20.4% | +58.2% | -37.8% | +13.3% |
| 3Y | -32.1% | +42.2% | -74.3% | -37.4% |
| 5Y | -67.2% | +87.3% | -154.4% | -70.2% |
| 10Y | +31.7% | -75.3% | +107.0% | +14.4% |
| All | +471.4% | -99.1% | +570.4% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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