+47.7%
CI vs ECL
+37.7%
+10.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +5.4% | +8.1% | -2.7% | +3.4% |
| 3M | +7.3% | +6.4% | +0.9% | +5.6% |
| 6M | +5.3% | +14.8% | -9.5% | +1.5% |
| YTD | +8.5% | +15.5% | -7.0% | +4.1% |
| 1Y | +17.1% | +20.1% | -3.0% | +11.3% |
| 3Y | +1.4% | +77.8% | -76.3% | -13.4% |
| All | +47.7% | +37.7% | +10.0% | +38.6% |
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 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