+218.3%
C vs ECL
+196.0%
+22.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | -0.4% | -2.3% | +1.8% | +1.1% |
| 30D | -5.3% | +8.3% | -13.6% | -10.2% |
| 3M | -8.0% | +8.4% | -16.5% | -13.1% |
| 6M | -0.3% | +23.3% | -23.5% | -14.0% |
| YTD | +8.6% | +18.2% | -9.6% | -4.3% |
| 1Y | +25.8% | +18.8% | +7.1% | +10.3% |
| 3Y | +221.2% | +78.5% | +142.7% | +105.8% |
| 5Y | +113.6% | +40.1% | +73.5% | +59.9% |
| 10Y | +218.3% | +196.5% | +21.8% | +47.1% |
| All | +218.3% | +196.0% | +22.3% | +47.1% |
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