+4,850.5%
CL vs ECL
+13,009.7%
-8,159.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | -2.6% | +0.4% | -1.4% |
| 30D | -4.8% | -2.2% | -2.7% | -4.2% |
| 3M | +4.9% | +10.1% | -5.2% | +1.6% |
| 6M | -5.7% | -5.7% | 0.0% | -4.1% |
| YTD | +14.4% | +7.0% | +7.4% | +11.7% |
| 1Y | +8.7% | +2.7% | +6.1% | +7.4% |
| 3Y | +30.0% | +57.7% | -27.7% | +11.2% |
| 5Y | +28.4% | +31.1% | -2.8% | +14.2% |
| 10Y | +50.1% | +150.9% | -100.8% | +5.3% |
| All | +4,850.5% | +13,009.7% | -8,159.2% | +1,058.5% |
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