+959.3%
ECL vs CF
+5,948.3%
-4,989.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.7% |
| 7D | -2.6% | +6.0% | -8.6% | -3.8% |
| 30D | -2.2% | +14.8% | -17.0% | -4.9% |
| 3M | +10.1% | +14.1% | -3.9% | +6.9% |
| 6M | -5.7% | +28.5% | -34.3% | -12.0% |
| YTD | +7.0% | +74.9% | -68.0% | -6.4% |
| 1Y | +2.7% | +61.7% | -59.0% | -8.9% |
| 3Y | +57.7% | +80.3% | -22.6% | +33.7% |
| 5Y | +31.1% | +226.0% | -194.8% | -7.2% |
| 10Y | +150.9% | +569.9% | -419.0% | +43.1% |
| All | +959.3% | +5,948.3% | -4,989.0% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling