+7,262.2%
CB vs ECL
+9,974.9%
-2,712.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.8% |
| 7D | +2.6% | +1.7% | +0.9% | +1.7% |
| 30D | +11.2% | +8.9% | +2.3% | +6.5% |
| 3M | +5.7% | +7.4% | -1.7% | +1.8% |
| 6M | +15.9% | +19.3% | -3.4% | +5.3% |
| YTD | +20.2% | +17.4% | +2.7% | +9.6% |
| 1Y | +32.4% | +19.4% | +13.0% | +19.5% |
| 3Y | +75.5% | +80.5% | -5.0% | +25.4% |
| 5Y | +105.5% | +40.2% | +65.3% | +62.1% |
| 10Y | +258.5% | +207.8% | +50.7% | +80.7% |
| All | +7,262.2% | +9,974.9% | -2,712.7% | +1,068.8% |
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