+1,582.2%
EL vs CPB
+103.2%
+1,479.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +3.9% |
| 7D | +0.8% | -8.6% | +9.4% | +3.1% |
| 30D | +19.8% | -7.2% | +27.1% | +22.2% |
| 3M | +25.7% | +0.9% | +24.8% | +25.2% |
| 6M | +5.4% | -11.8% | +17.3% | +8.6% |
| YTD | +0.2% | -19.4% | +19.6% | +5.4% |
| 1Y | +20.4% | -30.4% | +50.8% | +31.1% |
| 3Y | -32.1% | -40.2% | +8.0% | -23.8% |
| 5Y | -67.2% | -39.5% | -27.7% | -63.7% |
| 10Y | +31.7% | -47.4% | +79.1% | +44.4% |
| All | +1,582.2% | +103.2% | +1,479.0% | +1,253.0% |
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