-26.8%
CLS vs ECL
+19.8%
-46.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.5% |
| 7D | +2.8% | -2.3% | +5.0% | +2.6% |
| 30D | -30.1% | +8.3% | -38.4% | -29.8% |
| 3M | -21.7% | +8.4% | -30.2% | -21.5% |
| 6M | -36.2% | +23.3% | -59.5% | -38.4% |
| YTD | -17.8% | +18.2% | -36.0% | -19.6% |
| 1Y | -26.8% | +18.8% | -45.6% | -28.1% |
| All | -26.8% | +19.8% | -46.6% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling