+1,682.6%
EL vs CPB
+122.7%
+1,560.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | +0.8% | +8.0% | -7.2% | -1.3% |
| 30D | +16.5% | +22.4% | -5.9% | +10.3% |
| 3M | +29.2% | +3.8% | +25.3% | +27.6% |
| 6M | +27.9% | +13.7% | +14.3% | +23.2% |
| YTD | +6.2% | -11.7% | +17.9% | +8.7% |
| 1Y | +27.2% | -18.1% | +45.3% | +32.6% |
| 3Y | +3.2% | -34.7% | +37.9% | +13.1% |
| 5Y | -66.0% | -30.6% | -35.4% | -63.8% |
| 10Y | +58.3% | -37.1% | +95.5% | +64.4% |
| All | +1,682.6% | +122.7% | +1,560.0% | +1,296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling