+31.2%
EL vs CPB
-45.7%
+76.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | +1.7% | -8.2% | +9.9% | +3.2% |
| 30D | +15.5% | -5.6% | +21.1% | +16.7% |
| 3M | +20.6% | +3.0% | +17.6% | +19.9% |
| 6M | +10.5% | -12.7% | +23.2% | +12.7% |
| YTD | -1.9% | -18.0% | +16.1% | +0.8% |
| 1Y | +16.1% | -31.7% | +47.8% | +22.5% |
| 3Y | -30.2% | -41.0% | +10.7% | -25.1% |
| 5Y | -67.4% | -38.4% | -29.0% | -65.2% |
| 10Y | +31.2% | -45.0% | +76.2% | +38.3% |
| All | +31.2% | -45.7% | +76.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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