+155.6%
ECL vs CG
+324.5%
-168.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.9% |
| 7D | -2.7% | -6.4% | +3.7% | -0.8% |
| 30D | -4.3% | -7.1% | +2.8% | -2.4% |
| 3M | +3.2% | -1.6% | +4.8% | +3.2% |
| 6M | -2.9% | -8.3% | +5.4% | -1.3% |
| YTD | +4.3% | -23.8% | +28.1% | +11.3% |
| 1Y | +1.6% | -28.7% | +30.4% | +10.3% |
| 3Y | +54.3% | +49.2% | +5.1% | +22.8% |
| 5Y | +26.5% | +5.5% | +21.0% | +9.4% |
| 10Y | +155.6% | +331.2% | -175.6% | +44.7% |
| All | +155.6% | +324.5% | -168.9% | +44.7% |
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