+208.1%
C vs ECL
+78.2%
+130.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -6.0% | +8.1% | -14.1% | -8.4% |
| 3M | -10.5% | +6.4% | -16.9% | -12.5% |
| 6M | -5.7% | +14.8% | -20.5% | -10.5% |
| YTD | +4.1% | +15.5% | -11.3% | -1.8% |
| 1Y | +20.5% | +20.1% | +0.4% | +11.7% |
| 3Y | +208.1% | +77.8% | +130.4% | +152.6% |
| All | +208.1% | +78.2% | +130.0% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling