+220.1%
C vs ECL
+205.6%
+14.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -5.4% | +8.8% | -14.2% | -10.6% |
| 3M | -9.2% | +7.8% | -17.0% | -13.8% |
| 6M | -1.8% | +21.3% | -23.1% | -14.5% |
| YTD | +6.7% | +17.8% | -11.1% | -5.8% |
| 1Y | +23.5% | +21.1% | +2.5% | +6.8% |
| 3Y | +219.8% | +80.1% | +139.7% | +103.4% |
| 5Y | +112.4% | +40.5% | +71.9% | +58.5% |
| 10Y | +220.1% | +197.7% | +22.3% | +43.5% |
| All | +220.1% | +205.6% | +14.5% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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