+142.2%
CI vs ECL
+205.6%
-63.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | +0.1% | -0.5% | +0.7% | +0.4% |
| 30D | +4.7% | +8.8% | -4.2% | +0.8% |
| 3M | +5.2% | +7.8% | -2.6% | +1.6% |
| 6M | +3.8% | +21.3% | -17.5% | -5.3% |
| YTD | +9.2% | +17.8% | -8.6% | +0.4% |
| 1Y | +14.3% | +21.1% | -6.8% | +3.7% |
| 3Y | +8.4% | +80.1% | -71.6% | -20.4% |
| 5Y | +50.0% | +40.5% | +9.6% | +23.7% |
| 10Y | +142.2% | +197.7% | -55.6% | +40.6% |
| All | +142.2% | +205.6% | -63.4% | +40.6% |
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