+11.8%
CRM vs ECL
+56.3%
-44.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.6% |
| 7D | -4.4% | -1.1% | -3.3% | -4.2% |
| 30D | +28.1% | -0.8% | +28.9% | +28.1% |
| 3M | +48.8% | +5.0% | +43.8% | +47.2% |
| 6M | +28.3% | +0.2% | +28.0% | +28.3% |
| YTD | -6.0% | +5.8% | -11.8% | -8.3% |
| 1Y | +1.4% | +1.5% | -0.1% | +0.2% |
| 3Y | +11.8% | +55.0% | -43.1% | -6.1% |
| All | +11.8% | +56.3% | -44.5% | -6.1% |
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 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