+197.5%
ECL vs CG
+274.5%
-77.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.2% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +6.6% | +5.7% | +0.9% | +4.7% |
| 3M | +9.6% | -17.9% | +27.5% | +15.7% |
| 6M | +21.6% | -20.2% | +41.8% | +28.9% |
| YTD | +16.9% | -32.0% | +48.9% | +28.8% |
| 1Y | +17.9% | -27.0% | +44.9% | +26.8% |
| 3Y | +76.5% | +42.8% | +33.7% | +41.2% |
| 5Y | +36.6% | -23.4% | +60.1% | +31.5% |
| All | +197.5% | +274.5% | -77.0% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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