+1,719.4%
EL vs CPB
+114.8%
+1,604.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | +0.3% | -4.1% | +4.3% | +1.3% |
| 30D | +12.3% | +16.9% | -4.6% | +7.6% |
| 3M | +28.4% | -0.6% | +29.0% | +28.3% |
| 6M | +36.7% | +11.4% | +25.4% | +32.4% |
| YTD | +8.4% | -14.8% | +23.2% | +12.0% |
| 1Y | +25.4% | -24.8% | +50.2% | +33.7% |
| 3Y | +3.4% | -36.6% | +40.0% | +14.2% |
| 5Y | -64.8% | -33.3% | -31.4% | -62.1% |
| 10Y | +63.0% | -40.4% | +103.4% | +71.8% |
| All | +1,719.4% | +114.8% | +1,604.6% | +1,338.5% |
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