+5,676.4%
CRM vs ECL
+1,050.1%
+4,626.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.6% |
| 7D | -5.0% | -2.7% | -2.2% | -3.2% |
| 30D | +23.6% | -4.3% | +27.9% | +26.9% |
| 3M | +39.6% | +3.2% | +36.4% | +36.3% |
| 6M | +23.4% | -2.9% | +26.3% | +23.7% |
| YTD | -7.4% | +4.3% | -11.6% | -12.1% |
| 1Y | -2.3% | +1.6% | -4.0% | -6.2% |
| 3Y | +10.5% | +54.3% | -43.8% | -22.6% |
| 5Y | -4.7% | +26.5% | -31.2% | -24.8% |
| 10Y | +234.7% | +155.6% | +79.2% | +41.2% |
| All | +5,676.4% | +1,050.1% | +4,626.3% | +700.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling