+136.2%
CMS vs ECL
+192.9%
-56.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +5.3% | +6.6% | -1.3% | +2.8% |
| 3M | -0.3% | +9.6% | -10.0% | -3.7% |
| 6M | -4.0% | +21.6% | -25.6% | -10.9% |
| YTD | +2.1% | +16.9% | -14.8% | -4.1% |
| 1Y | -4.7% | +17.9% | -22.6% | -10.9% |
| 3Y | +36.8% | +76.5% | -39.7% | +8.4% |
| 5Y | +34.9% | +36.6% | -1.8% | +16.1% |
| All | +136.2% | +192.9% | -56.6% | +64.1% |
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