+193.5%
ECL vs CF
+494.2%
-300.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +0.4% | +4.8% | -4.3% | -0.4% |
| 30D | +8.6% | +9.7% | -1.1% | +6.8% |
| 3M | +7.9% | +1.2% | +6.6% | +7.2% |
| 6M | +21.0% | +7.4% | +13.7% | +18.5% |
| YTD | +17.5% | +60.5% | -43.0% | +4.5% |
| 1Y | +19.7% | +50.7% | -31.1% | +7.7% |
| 3Y | +77.4% | +64.8% | +12.6% | +53.1% |
| 5Y | +38.7% | +115.8% | -77.1% | +4.2% |
| 10Y | +193.5% | +481.0% | -287.5% | +66.1% |
| All | +193.5% | +494.2% | -300.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling