+107.8%
CB vs ECL
+38.6%
+69.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | +2.9% | +2.9% | +0.1% | +2.1% |
| 30D | +7.3% | +7.5% | -0.2% | +5.1% |
| 3M | +9.4% | +12.2% | -2.8% | +5.7% |
| 6M | +19.6% | +24.6% | -4.9% | +11.9% |
| YTD | +21.5% | +18.8% | +2.7% | +15.0% |
| 1Y | +28.0% | +19.3% | +8.7% | +20.9% |
| 3Y | +74.9% | +78.2% | -3.3% | +44.6% |
| All | +107.8% | +38.6% | +69.2% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling