+300.3%
CME vs ECL
+192.9%
+107.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +13.5% | +6.6% | +6.9% | +10.5% |
| 3M | +20.9% | +9.6% | +11.3% | +16.2% |
| 6M | +11.5% | +21.6% | -10.1% | +2.1% |
| YTD | +19.5% | +16.9% | +2.6% | +10.4% |
| 1Y | +17.2% | +17.9% | -0.6% | +7.9% |
| 3Y | +65.1% | +76.5% | -11.4% | +22.9% |
| 5Y | +73.1% | +36.6% | +36.5% | +44.7% |
| All | +300.3% | +192.9% | +107.4% | +120.2% |
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