+243.0%
CB vs ECL
+205.6%
+37.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +6.5% | +8.8% | -2.3% | +2.5% |
| 3M | +4.1% | +7.8% | -3.8% | +0.4% |
| 6M | +14.4% | +21.3% | -6.9% | +4.2% |
| YTD | +17.5% | +17.8% | -0.3% | +8.0% |
| 1Y | +27.5% | +21.1% | +6.5% | +15.6% |
| 3Y | +71.6% | +80.1% | -8.5% | +25.6% |
| 5Y | +100.6% | +40.5% | +60.1% | +64.3% |
| 10Y | +243.0% | +197.7% | +45.2% | +98.3% |
| All | +243.0% | +205.6% | +37.4% | +98.3% |
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