+2,104.6%
CLS vs ECL
+2,535.3%
-430.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | -22.2% | -0.8% | -21.4% | -21.9% |
| 30D | -44.4% | +8.1% | -52.5% | -47.2% |
| 3M | -34.3% | +6.4% | -40.6% | -37.3% |
| 6M | -50.1% | +14.8% | -64.8% | -54.9% |
| YTD | -30.1% | +15.5% | -45.5% | -37.3% |
| 1Y | -39.3% | +20.1% | -59.5% | -47.0% |
| 3Y | +732.7% | +77.8% | +655.0% | +451.4% |
| 5Y | +1,777.2% | +37.9% | +1,739.3% | +1,324.9% |
| 10Y | +1,645.6% | +202.7% | +1,443.0% | +699.1% |
| All | +2,104.6% | +2,535.3% | -430.7% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling