+1,980.9%
CLS vs ECL
+38.6%
+1,942.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.0% |
| 7D | +16.3% | +2.9% | +13.4% | +15.0% |
| 30D | -25.7% | +7.5% | -33.2% | -27.9% |
| 3M | -30.9% | +12.2% | -43.1% | -34.3% |
| 6M | -35.5% | +24.6% | -60.1% | -42.0% |
| YTD | -18.7% | +18.8% | -37.5% | -25.5% |
| 1Y | -17.9% | +19.3% | -37.2% | -25.0% |
| 3Y | +838.1% | +78.2% | +759.9% | +559.5% |
| All | +1,980.9% | +38.6% | +1,942.3% | +1,520.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling