-2.1%
CTAS vs ECL
+3.0%
-5.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | -2.6% | +0.8% | -0.7% |
| 30D | -0.2% | -2.2% | +2.0% | +0.7% |
| 3M | +11.7% | +10.1% | +1.6% | +7.6% |
| 6M | +0.7% | -5.7% | +6.4% | +2.5% |
| YTD | +7.4% | +7.0% | +0.4% | +3.7% |
| 1Y | -2.1% | +2.7% | -4.8% | -4.2% |
| All | -2.1% | +3.0% | -5.1% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling