+5,435.1%
CL vs ECL
+14,294.1%
-8,859.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.9% |
| 7D | +5.9% | +1.7% | +4.3% | +5.4% |
| 30D | +13.8% | +8.9% | +4.9% | +10.7% |
| 3M | +6.4% | +7.4% | -1.0% | +4.0% |
| 6M | +15.6% | +19.3% | -3.7% | +9.1% |
| YTD | +27.9% | +17.4% | +10.4% | +21.2% |
| 1Y | +31.4% | +19.4% | +12.0% | +23.8% |
| 3Y | +41.4% | +80.5% | -39.1% | +16.1% |
| 5Y | +42.8% | +40.2% | +2.6% | +24.5% |
| 10Y | +79.7% | +207.8% | -128.2% | +18.1% |
| All | +5,435.1% | +14,294.1% | -8,859.0% | +1,157.3% |
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