+138.1%
CMS vs ECL
+196.4%
-58.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +7.4% | +8.6% | -1.2% | +4.2% |
| 3M | +1.9% | +7.9% | -6.0% | -1.0% |
| 6M | -2.3% | +21.0% | -23.4% | -9.1% |
| YTD | +3.0% | +17.5% | -14.6% | -3.5% |
| 1Y | -2.8% | +19.7% | -22.4% | -9.6% |
| 3Y | +37.9% | +77.4% | -39.5% | +9.0% |
| 5Y | +34.0% | +38.7% | -4.7% | +14.7% |
| 10Y | +138.1% | +193.5% | -55.4% | +63.9% |
| All | +138.1% | +196.4% | -58.3% | +63.9% |
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 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