+19.7%
ECL vs CG
-19.2%
+38.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +0.4% | +2.0% | -1.5% | +0.1% |
| 30D | +8.6% | +8.5% | 0.0% | +7.3% |
| 3M | +7.9% | -12.1% | +20.0% | +9.5% |
| 6M | +21.0% | -16.4% | +37.5% | +23.4% |
| YTD | +17.5% | -28.0% | +45.5% | +21.4% |
| 1Y | +19.7% | -18.9% | +38.5% | +22.5% |
| All | +19.7% | -19.2% | +38.8% | +22.5% |
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