+6,781.2%
CME vs ECL
+1,413.0%
+5,368.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -2.6% | +1.0% | -0.1% |
| 30D | +6.2% | -2.2% | +8.4% | +7.4% |
| 3M | +10.4% | +10.1% | +0.3% | +3.8% |
| 6M | -9.5% | -5.7% | -3.8% | -7.7% |
| YTD | +6.0% | +7.0% | -0.9% | +0.2% |
| 1Y | +9.3% | +2.7% | +6.6% | +5.4% |
| 3Y | +57.7% | +57.7% | -0.1% | +13.7% |
| 5Y | +77.7% | +31.1% | +46.6% | +38.1% |
| 10Y | +281.2% | +150.9% | +130.4% | +79.8% |
| All | +6,781.2% | +1,413.0% | +5,368.2% | +914.7% |
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