+6,646.7%
CB vs ECL
+9,075.8%
-2,429.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +0.5% | -2.6% | +3.1% | +1.8% |
| 30D | -3.1% | -2.2% | -0.9% | -2.1% |
| 3M | +9.0% | +10.1% | -1.2% | +3.4% |
| 6M | +2.9% | -5.7% | +8.6% | +5.2% |
| YTD | +10.1% | +7.0% | +3.1% | +5.4% |
| 1Y | +22.8% | +2.7% | +20.1% | +19.6% |
| 3Y | +73.8% | +57.7% | +16.1% | +32.8% |
| 5Y | +99.2% | +31.1% | +68.0% | +62.1% |
| 10Y | +218.2% | +150.9% | +67.3% | +78.4% |
| All | +6,646.7% | +9,075.8% | -2,429.2% | +1,024.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling