+1,751.5%
CLS vs ECL
+205.6%
+1,545.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.8% | +6.8% |
| 7D | -10.6% | -0.5% | -10.0% | -10.3% |
| 30D | -38.4% | +8.8% | -47.3% | -41.4% |
| 3M | -29.9% | +7.8% | -37.7% | -33.2% |
| 6M | -40.6% | +21.3% | -62.0% | -47.6% |
| YTD | -24.6% | +17.8% | -42.4% | -32.5% |
| 1Y | -30.8% | +21.1% | -51.9% | -39.2% |
| 3Y | +811.7% | +80.1% | +731.7% | +503.2% |
| 5Y | +1,838.4% | +40.5% | +1,798.0% | +1,370.5% |
| 10Y | +1,751.5% | +197.7% | +1,553.7% | +1,010.4% |
| All | +1,751.5% | +205.6% | +1,545.9% | +1,010.4% |
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