+76.3%
CL vs ECL
+205.6%
-129.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.7% |
| 7D | +0.5% | -0.5% | +1.1% | +0.7% |
| 30D | +11.6% | +8.8% | +2.7% | +8.5% |
| 3M | +5.6% | +7.8% | -2.2% | +3.0% |
| 6M | +13.2% | +21.3% | -8.2% | +6.0% |
| YTD | +26.9% | +17.8% | +9.1% | +19.9% |
| 1Y | +27.3% | +21.1% | +6.3% | +19.2% |
| 3Y | +39.7% | +80.1% | -40.4% | +14.2% |
| 5Y | +41.3% | +40.5% | +0.8% | +23.3% |
| 10Y | +76.3% | +197.7% | -121.5% | +19.8% |
| All | +76.3% | +205.6% | -129.3% | +19.8% |
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