+121.7%
CMS vs ECL
+199.1%
-77.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -1.3% | -0.8% | -0.6% | -1.1% |
| 30D | +6.3% | +8.1% | -1.8% | +3.3% |
| 3M | -2.1% | +6.4% | -8.4% | -4.3% |
| 6M | -5.1% | +14.8% | -19.9% | -10.0% |
| YTD | +1.3% | +15.5% | -14.2% | -4.5% |
| 1Y | -1.4% | +20.1% | -21.5% | -8.4% |
| 3Y | +36.9% | +77.8% | -40.8% | +8.2% |
| 5Y | +32.5% | +37.9% | -5.3% | +13.7% |
| All | +121.7% | +199.1% | -77.4% | +61.3% |
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