+40.7%
CL vs ECL
+81.2%
-40.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.1% |
| 7D | +5.9% | +1.7% | +4.3% | +5.3% |
| 30D | +13.8% | +8.9% | +4.9% | +10.1% |
| 3M | +6.4% | +7.4% | -1.0% | +3.5% |
| 6M | +15.6% | +19.3% | -3.7% | +8.0% |
| YTD | +27.9% | +17.4% | +10.4% | +20.2% |
| 1Y | +31.4% | +19.4% | +12.0% | +22.7% |
| All | +40.7% | +81.2% | -40.6% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling