+202.3%
ECL vs CF
+479.1%
-276.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.9% | +4.8% | -1.9% | +2.1% |
| 30D | +7.5% | +4.7% | +2.8% | +6.5% |
| 3M | +12.2% | +7.4% | +4.8% | +10.4% |
| 6M | +24.6% | +0.6% | +24.0% | +23.5% |
| YTD | +18.8% | +64.1% | -45.3% | +5.2% |
| 1Y | +19.3% | +51.4% | -32.1% | +7.4% |
| 3Y | +78.2% | +67.8% | +10.4% | +53.3% |
| 5Y | +38.8% | +114.1% | -75.3% | +4.8% |
| All | +202.3% | +479.1% | -276.8% | +70.1% |
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