+196.8%
ECL vs CF
+561.7%
-365.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.3% |
| 30D | +8.1% | +4.3% | +3.8% | +7.2% |
| 3M | +6.4% | +2.8% | +3.6% | +5.3% |
| 6M | +14.8% | +0.6% | +14.1% | +13.6% |
| YTD | +15.5% | +56.6% | -41.2% | +3.1% |
| 1Y | +20.1% | +49.6% | -29.5% | +8.2% |
| 3Y | +77.8% | +61.5% | +16.3% | +53.9% |
| 5Y | +37.9% | +124.0% | -86.1% | +2.2% |
| All | +196.8% | +561.7% | -365.0% | +67.1% |
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