+2,944.0%
CLS vs ECL
+153.2%
+2,790.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +5.9% |
| 7D | +12.8% | -0.8% | +13.5% | +13.2% |
| 30D | +3.8% | -2.5% | +6.3% | +4.9% |
| 3M | -14.6% | +8.3% | -23.0% | -19.2% |
| 6M | +32.2% | -1.1% | +33.3% | +31.5% |
| YTD | +11.6% | +6.5% | +5.1% | +5.9% |
| 1Y | +35.1% | +2.1% | +33.0% | +30.0% |
| 3Y | +1,312.5% | +57.6% | +1,254.9% | +912.7% |
| 5Y | +3,542.1% | +28.1% | +3,514.0% | +2,820.2% |
| 10Y | +2,944.0% | +153.2% | +2,790.8% | +1,863.2% |
| All | +2,944.0% | +153.2% | +2,790.8% | +1,863.2% |
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