+2,029.3%
CLS vs ECL
+192.9%
+1,836.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.2% |
| 7D | +23.5% | -0.5% | +24.0% | +23.9% |
| 30D | -28.9% | +6.6% | -35.5% | -31.6% |
| 3M | -25.2% | +9.6% | -34.8% | -29.3% |
| 6M | -32.1% | +21.6% | -53.7% | -40.1% |
| YTD | -14.1% | +16.9% | -31.0% | -22.8% |
| 1Y | -24.1% | +17.9% | -42.0% | -32.2% |
| 3Y | +897.0% | +76.5% | +820.5% | +567.3% |
| 5Y | +2,089.9% | +36.6% | +2,053.3% | +1,590.9% |
| All | +2,029.3% | +192.9% | +1,836.5% | +1,192.7% |
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 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