+7,418.1%
CME vs ECL
+1,533.3%
+5,884.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.5% |
| 7D | +0.9% | -0.8% | +1.7% | +1.3% |
| 30D | +13.2% | +8.1% | +5.1% | +8.2% |
| 3M | +16.3% | +6.4% | +9.9% | +11.9% |
| 6M | +7.1% | +14.8% | -7.6% | -2.0% |
| YTD | +15.8% | +15.5% | +0.4% | +4.6% |
| 1Y | +17.1% | +20.1% | -3.0% | +3.1% |
| 3Y | +63.2% | +77.8% | -14.6% | +9.9% |
| 5Y | +70.2% | +37.9% | +32.3% | +29.0% |
| 10Y | +337.0% | +202.7% | +134.3% | +82.3% |
| All | +7,418.1% | +1,533.3% | +5,884.8% | +958.9% |
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 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