+77.8%
ECL vs CG
+47.3%
+30.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +8.1% | +5.0% | +3.1% | +7.5% |
| 3M | +6.4% | -18.2% | +24.6% | +8.9% |
| 6M | +14.8% | -20.7% | +35.5% | +17.8% |
| YTD | +15.5% | -31.4% | +46.9% | +20.2% |
| 1Y | +20.1% | -22.3% | +42.4% | +23.0% |
| 3Y | +77.8% | +50.2% | +27.6% | +62.4% |
| All | +77.8% | +47.3% | +30.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling