+64.9%
EL vs CPB
-40.9%
+105.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +7.6% | +2.9% | +4.8% | +7.1% |
| 30D | +15.7% | +17.6% | -1.9% | +12.3% |
| 3M | +30.5% | +2.0% | +28.5% | +29.8% |
| 6M | +32.5% | +11.6% | +20.9% | +29.8% |
| YTD | +9.4% | -13.8% | +23.2% | +11.2% |
| 1Y | +28.4% | -21.6% | +49.9% | +32.1% |
| 3Y | +4.4% | -35.8% | +40.3% | +10.4% |
| 5Y | -64.5% | -33.3% | -31.2% | -62.6% |
| 10Y | +64.9% | -39.4% | +104.3% | +69.6% |
| All | +64.9% | -40.9% | +105.8% | +69.6% |
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