+8,060.4%
CI vs ECL
+14,303.5%
-6,243.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +7.3% | +8.6% | -1.3% | +3.9% |
| 3M | +9.5% | +7.9% | +1.6% | +6.1% |
| 6M | +6.4% | +21.0% | -14.6% | -1.7% |
| YTD | +12.0% | +17.5% | -5.5% | +4.2% |
| 1Y | +20.1% | +19.7% | +0.4% | +10.9% |
| 3Y | +9.6% | +77.4% | -67.9% | -14.9% |
| 5Y | +52.7% | +38.7% | +14.0% | +27.8% |
| 10Y | +150.3% | +193.5% | -43.2% | +53.9% |
| All | +8,060.4% | +14,303.5% | -6,243.1% | +1,805.5% |
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 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