+781.5%
CDE vs ECL
+53.7%
+727.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -6.1% | -2.6% | -3.4% | -4.6% |
| 30D | +9.5% | -4.6% | +14.1% | +12.4% |
| 3M | +32.0% | +6.0% | +26.0% | +27.3% |
| 6M | -12.8% | -3.0% | -9.8% | -11.3% |
| YTD | +14.2% | +4.0% | +10.2% | +12.1% |
| 1Y | +36.3% | +2.0% | +34.3% | +34.9% |
| All | +781.5% | +53.7% | +727.8% | +671.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling