+7,875.7%
CI vs ECL
+14,227.3%
-6,351.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -1.7% | -0.5% | -1.3% | -1.5% |
| 30D | +4.9% | +6.6% | -1.7% | +2.3% |
| 3M | +7.4% | +9.6% | -2.2% | +3.5% |
| 6M | +0.4% | +21.6% | -21.2% | -7.5% |
| YTD | +9.5% | +16.9% | -7.4% | +2.1% |
| 1Y | +12.0% | +17.9% | -5.9% | +4.0% |
| 3Y | +7.1% | +76.5% | -69.4% | -16.6% |
| 5Y | +49.3% | +36.6% | +12.7% | +25.8% |
| 10Y | +146.6% | +193.2% | -46.5% | +51.8% |
| All | +7,875.7% | +14,227.3% | -6,351.5% | +1,766.3% |
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