+246.7%
CB vs ECL
+196.4%
+50.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +8.2% | +8.6% | -0.4% | +4.2% |
| 3M | +6.3% | +7.9% | -1.6% | +2.5% |
| 6M | +16.2% | +21.0% | -4.8% | +5.9% |
| YTD | +19.3% | +17.5% | +1.8% | +9.8% |
| 1Y | +29.2% | +19.7% | +9.6% | +17.7% |
| 3Y | +71.4% | +77.4% | -6.0% | +26.4% |
| 5Y | +104.2% | +38.7% | +65.5% | +68.5% |
| 10Y | +246.7% | +193.5% | +53.2% | +101.2% |
| All | +246.7% | +196.4% | +50.2% | +101.2% |
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