+66.4%
CME vs ECL
+79.8%
-13.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +3.9% | +2.9% | +1.1% | +3.7% |
| 30D | +11.3% | +7.5% | +3.8% | +10.7% |
| 3M | +19.6% | +12.2% | +7.3% | +18.4% |
| 6M | +8.1% | +24.6% | -16.5% | +5.9% |
| YTD | +20.4% | +18.8% | +1.6% | +18.3% |
| 1Y | +16.5% | +19.3% | -2.8% | +14.4% |
| 3Y | +66.4% | +78.2% | -11.8% | +61.9% |
| All | +66.4% | +79.8% | -13.4% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling