+17.9%
ECL vs CG
-26.5%
+44.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.4% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | +6.6% | +5.7% | +0.9% | +5.9% |
| 3M | +9.6% | -17.9% | +27.5% | +12.4% |
| 6M | +21.6% | -20.2% | +41.8% | +24.9% |
| YTD | +16.9% | -32.0% | +48.9% | +21.9% |
| 1Y | +17.9% | -27.0% | +44.9% | +22.0% |
| All | +17.9% | -26.5% | +44.3% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling