+1,763.7%
CLS vs ECL
+37.7%
+1,726.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | -22.2% | -0.8% | -21.4% | -22.0% |
| 30D | -44.4% | +8.1% | -52.5% | -46.2% |
| 3M | -34.3% | +6.4% | -40.6% | -36.2% |
| 6M | -50.1% | +14.8% | -64.8% | -53.4% |
| YTD | -30.1% | +15.5% | -45.5% | -35.2% |
| 1Y | -39.3% | +20.1% | -59.5% | -44.9% |
| 3Y | +732.7% | +77.8% | +655.0% | +483.9% |
| All | +1,763.7% | +37.7% | +1,726.0% | +1,340.2% |
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 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