+37.9%
CMS vs ECL
+79.5%
-41.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +7.4% | +8.6% | -1.2% | +5.1% |
| 3M | +1.9% | +7.9% | -6.0% | -0.2% |
| 6M | -2.3% | +21.0% | -23.4% | -7.1% |
| YTD | +3.0% | +17.5% | -14.6% | -1.7% |
| 1Y | -2.8% | +19.7% | -22.4% | -7.6% |
| 3Y | +37.9% | +77.4% | -39.5% | +11.9% |
| All | +37.9% | +79.5% | -41.5% | +11.9% |
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 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