+35.4%
CMS vs ECL
+39.3%
-3.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | +6.6% | +8.3% | -1.7% | +4.1% |
| 3M | +0.8% | +8.4% | -7.6% | -1.6% |
| 6M | -3.3% | +23.3% | -26.6% | -9.2% |
| YTD | +2.7% | +18.2% | -15.5% | -2.6% |
| 1Y | -4.0% | +18.8% | -22.8% | -9.1% |
| 3Y | +37.6% | +78.5% | -40.9% | +14.2% |
| 5Y | +35.4% | +40.1% | -4.6% | +17.7% |
| All | +35.4% | +39.3% | -3.9% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling