+36.9%
CMS vs ECL
+78.2%
-41.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -1.3% | -0.8% | -0.6% | -1.1% |
| 30D | +6.3% | +8.1% | -1.8% | +4.2% |
| 3M | -2.1% | +6.4% | -8.4% | -3.7% |
| 6M | -5.1% | +14.8% | -19.9% | -8.6% |
| YTD | +1.3% | +15.5% | -14.2% | -2.8% |
| 1Y | -1.4% | +20.1% | -21.5% | -6.4% |
| 3Y | +36.9% | +77.8% | -40.8% | +9.0% |
| All | +36.9% | +78.2% | -41.2% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling