+7,463.6%
CI vs ECL
+13,009.7%
-5,546.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +1.3% | -2.6% | +3.9% | +2.4% |
| 30D | +4.4% | -2.2% | +6.6% | +5.3% |
| 3M | +0.7% | +10.1% | -9.5% | -3.4% |
| 6M | +0.3% | -5.7% | +6.1% | +2.1% |
| YTD | +3.8% | +7.0% | -3.1% | +0.3% |
| 1Y | -5.5% | +2.7% | -8.2% | -7.3% |
| 3Y | +8.1% | +57.7% | -49.6% | -12.1% |
| 5Y | +42.8% | +31.1% | +11.7% | +22.0% |
| 10Y | +143.9% | +150.9% | -7.0% | +59.5% |
| All | +7,463.6% | +13,009.7% | -5,546.1% | +1,733.9% |
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